NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 90.31 91.22 0.91 1.0% 92.07
High 91.48 91.92 0.44 0.5% 92.53
Low 90.11 90.49 0.38 0.4% 87.84
Close 91.23 90.91 -0.32 -0.4% 91.23
Range 1.37 1.43 0.06 4.4% 4.69
ATR 2.43 2.35 -0.07 -2.9% 0.00
Volume 26,487 43,115 16,628 62.8% 186,557
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.40 94.58 91.70
R3 93.97 93.15 91.30
R2 92.54 92.54 91.17
R1 91.72 91.72 91.04 91.42
PP 91.11 91.11 91.11 90.95
S1 90.29 90.29 90.78 89.99
S2 89.68 89.68 90.65
S3 88.25 88.86 90.52
S4 86.82 87.43 90.12
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 104.60 102.61 93.81
R3 99.91 97.92 92.52
R2 95.22 95.22 92.09
R1 93.23 93.23 91.66 91.88
PP 90.53 90.53 90.53 89.86
S1 88.54 88.54 90.80 87.19
S2 85.84 85.84 90.37
S3 81.15 83.85 89.94
S4 76.46 79.16 88.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.92 87.84 4.08 4.5% 1.86 2.1% 75% True False 37,352
10 94.08 87.84 6.24 6.9% 2.07 2.3% 49% False False 45,209
20 94.08 83.79 10.29 11.3% 2.29 2.5% 69% False False 45,640
40 94.08 79.12 14.96 16.5% 2.54 2.8% 79% False False 47,129
60 103.94 79.12 24.82 27.3% 2.45 2.7% 48% False False 46,913
80 107.29 79.12 28.17 31.0% 2.23 2.4% 42% False False 46,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.00
2.618 95.66
1.618 94.23
1.000 93.35
0.618 92.80
HIGH 91.92
0.618 91.37
0.500 91.21
0.382 91.04
LOW 90.49
0.618 89.61
1.000 89.06
1.618 88.18
2.618 86.75
4.250 84.41
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 91.21 90.77
PP 91.11 90.63
S1 91.01 90.50

These figures are updated between 7pm and 10pm EST after a trading day.

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