NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 82.03 81.79 -0.24 -0.3% 86.83
High 82.03 83.09 1.06 1.3% 86.88
Low 81.09 81.65 0.56 0.7% 80.63
Close 81.86 82.70 0.84 1.0% 82.03
Range 0.94 1.44 0.50 53.2% 6.25
ATR 1.72 1.70 -0.02 -1.2% 0.00
Volume 2,492 5,790 3,298 132.3% 30,844
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.80 86.19 83.49
R3 85.36 84.75 83.10
R2 83.92 83.92 82.96
R1 83.31 83.31 82.83 83.62
PP 82.48 82.48 82.48 82.63
S1 81.87 81.87 82.57 82.18
S2 81.04 81.04 82.44
S3 79.60 80.43 82.30
S4 78.16 78.99 81.91
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 83.26 80.50 2.76 3.3% 1.54 1.9% 80% False False 6,439
10 86.88 80.50 6.38 7.7% 1.72 2.1% 34% False False 5,038
20 88.80 80.50 8.30 10.0% 1.63 2.0% 27% False False 4,868
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.21
2.618 86.86
1.618 85.42
1.000 84.53
0.618 83.98
HIGH 83.09
0.618 82.54
0.500 82.37
0.382 82.20
LOW 81.65
0.618 80.76
1.000 80.21
1.618 79.32
2.618 77.88
4.250 75.53
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 82.59 82.40
PP 82.48 82.10
S1 82.37 81.80

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

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