NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 22-Jun-2012

Day Change Summary
	Previous	Current
	21-Jun-2012	22-Jun-2012	Change	Change %	Previous Week
Open	83.00	80.78	-2.22	-2.7%	86.83
High	83.26	82.25	-1.01	-1.2%	86.88
Low	80.63	80.76	0.13	0.2%	80.63
Close	80.63	82.03	1.40	1.7%	82.03
Range	2.63	1.49	-1.14	-43.3%	6.25
ATR	1.81	1.80	-0.01	-0.8%	0.00
Volume	8,940	9,564	624	7.0%	30,844

Daily Pivots for day following 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.15	85.58	82.85
R3	84.66	84.09	82.44
R2	83.17	83.17	82.30
R1	82.60	82.60	82.17	82.89
PP	81.68	81.68	81.68	81.82
S1	81.11	81.11	81.89	81.40
S2	80.19	80.19	81.76
S3	78.70	79.62	81.62
S4	77.21	78.13	81.21

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.93	98.23	85.47
R3	95.68	91.98	83.75
R2	89.43	89.43	83.18
R1	85.73	85.73	82.60	84.46
PP	83.18	83.18	83.18	82.54
S1	79.48	79.48	81.46	78.21
S2	76.93	76.93	80.88
S3	70.68	73.23	80.31
S4	64.43	66.98	78.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.88	80.63	6.25	7.6%	2.29	2.8%	22%	False	False	6,168
10	86.88	80.63	6.25	7.6%	1.86	2.3%	22%	False	False	5,162
20	93.50	80.63	12.87	15.7%	1.54	1.9%	11%	False	False	4,611

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	88.58
2.618	86.15
1.618	84.66
1.000	83.74
0.618	83.17
HIGH	82.25
0.618	81.68
0.500	81.51
0.382	81.33
LOW	80.76
0.618	79.84
1.000	79.27
1.618	78.35
2.618	76.86
4.250	74.43

Fisher Pivots for day following 22-Jun-2012
Pivot	1 day	3 day
R1	81.86	83.62
PP	81.68	83.09
S1	81.51	82.56

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols