NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 91.06 90.51 -0.55 -0.6% 89.89
High 91.34 90.80 -0.54 -0.6% 94.59
Low 89.73 89.61 -0.12 -0.1% 89.38
Close 89.90 90.26 0.36 0.4% 93.38
Range 1.61 1.19 -0.42 -26.1% 5.21
ATR 2.14 2.07 -0.07 -3.2% 0.00
Volume 7,841 4,875 -2,966 -37.8% 29,680
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.79 93.22 90.91
R3 92.60 92.03 90.59
R2 91.41 91.41 90.48
R1 90.84 90.84 90.37 90.53
PP 90.22 90.22 90.22 90.07
S1 89.65 89.65 90.15 89.34
S2 89.03 89.03 90.04
S3 87.84 88.46 89.93
S4 86.65 87.27 89.61
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 108.08 105.94 96.25
R3 102.87 100.73 94.81
R2 97.66 97.66 94.34
R1 95.52 95.52 93.86 96.59
PP 92.45 92.45 92.45 92.99
S1 90.31 90.31 92.90 91.38
S2 87.24 87.24 92.42
S3 82.03 85.10 91.95
S4 76.82 79.89 90.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.59 89.61 4.98 5.5% 1.37 1.5% 13% False True 7,121
10 94.59 87.03 7.56 8.4% 1.49 1.6% 43% False False 5,994
20 94.59 80.62 13.97 15.5% 1.98 2.2% 69% False False 6,350
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.86
2.618 93.92
1.618 92.73
1.000 91.99
0.618 91.54
HIGH 90.80
0.618 90.35
0.500 90.21
0.382 90.06
LOW 89.61
0.618 88.87
1.000 88.42
1.618 87.68
2.618 86.49
4.250 84.55
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 90.24 91.69
PP 90.22 91.21
S1 90.21 90.74

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

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