NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 103.08 102.46 -0.62 -0.6% 102.50
High 103.08 102.70 -0.38 -0.4% 105.14
Low 100.45 100.86 0.41 0.4% 100.45
Close 102.54 101.31 -1.23 -1.2% 102.54
Range 2.63 1.84 -0.79 -30.0% 4.69
ATR 3.19 3.09 -0.10 -3.0% 0.00
Volume 62,874 57,823 -5,051 -8.0% 199,616
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.14 106.07 102.32
R3 105.30 104.23 101.82
R2 103.46 103.46 101.65
R1 102.39 102.39 101.48 102.01
PP 101.62 101.62 101.62 101.43
S1 100.55 100.55 101.14 100.17
S2 99.78 99.78 100.97
S3 97.94 98.71 100.80
S4 96.10 96.87 100.30
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.78 114.35 105.12
R3 112.09 109.66 103.83
R2 107.40 107.40 103.40
R1 104.97 104.97 102.97 106.19
PP 102.71 102.71 102.71 103.32
S1 100.28 100.28 102.11 101.50
S2 98.02 98.02 101.68
S3 93.33 95.59 101.25
S4 88.64 90.90 99.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.14 100.45 4.69 4.6% 2.68 2.6% 18% False False 51,487
10 105.14 97.77 7.37 7.3% 2.60 2.6% 48% False False 49,517
20 106.14 96.86 9.28 9.2% 3.30 3.3% 48% False False 52,496
40 115.50 95.79 19.71 19.5% 3.33 3.3% 28% False False 48,180
60 115.50 95.79 19.71 19.5% 2.97 2.9% 28% False False 44,999
80 115.50 95.75 19.75 19.5% 2.89 2.8% 28% False False 50,399
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.52
2.618 107.52
1.618 105.68
1.000 104.54
0.618 103.84
HIGH 102.70
0.618 102.00
0.500 101.78
0.382 101.56
LOW 100.86
0.618 99.72
1.000 99.02
1.618 97.88
2.618 96.04
4.250 93.04
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 101.78 101.77
PP 101.62 101.61
S1 101.47 101.46

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

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