NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 86.80 88.06 1.26 1.5% 87.01
High 88.93 88.71 -0.22 -0.2% 91.01
Low 86.80 86.74 -0.06 -0.1% 84.64
Close 88.39 88.60 0.21 0.2% 86.98
Range 2.13 1.97 -0.16 -7.5% 6.37
ATR 2.35 2.33 -0.03 -1.2% 0.00
Volume 4,725 5,298 573 12.1% 27,566
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.93 93.23 89.68
R3 91.96 91.26 89.14
R2 89.99 89.99 88.96
R1 89.29 89.29 88.78 89.64
PP 88.02 88.02 88.02 88.19
S1 87.32 87.32 88.42 87.67
S2 86.05 86.05 88.24
S3 84.08 85.35 88.06
S4 82.11 83.38 87.52
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.65 103.19 90.48
R3 100.28 96.82 88.73
R2 93.91 93.91 88.15
R1 90.45 90.45 87.56 89.00
PP 87.54 87.54 87.54 86.82
S1 84.08 84.08 86.40 82.63
S2 81.17 81.17 85.81
S3 74.80 77.71 85.23
S4 68.43 71.34 83.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.93 86.36 2.57 2.9% 2.04 2.3% 87% False False 5,242
10 91.01 80.09 10.92 12.3% 2.72 3.1% 78% False False 5,832
20 91.01 80.09 10.92 12.3% 2.22 2.5% 78% False False 5,435
40 95.72 80.09 15.63 17.6% 1.70 1.9% 54% False False 4,580
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.08
2.618 93.87
1.618 91.90
1.000 90.68
0.618 89.93
HIGH 88.71
0.618 87.96
0.500 87.73
0.382 87.49
LOW 86.74
0.618 85.52
1.000 84.77
1.618 83.55
2.618 81.58
4.250 78.37
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 88.31 88.28
PP 88.02 87.96
S1 87.73 87.65

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

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