NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 101.18 101.57 0.39 0.4% 102.49
High 102.50 104.16 1.66 1.6% 105.34
Low 100.69 100.90 0.21 0.2% 101.08
Close 101.99 103.34 1.35 1.3% 102.98
Range 1.81 3.26 1.45 80.1% 4.26
ATR 2.25 2.32 0.07 3.2% 0.00
Volume 1,305 6,369 5,064 388.0% 14,921
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 112.58 111.22 105.13
R3 109.32 107.96 104.24
R2 106.06 106.06 103.94
R1 104.70 104.70 103.64 105.38
PP 102.80 102.80 102.80 103.14
S1 101.44 101.44 103.04 102.12
S2 99.54 99.54 102.74
S3 96.28 98.18 102.44
S4 93.02 94.92 101.55
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 115.91 113.71 105.32
R3 111.65 109.45 104.15
R2 107.39 107.39 103.76
R1 105.19 105.19 103.37 106.29
PP 103.13 103.13 103.13 103.69
S1 100.93 100.93 102.59 102.03
S2 98.87 98.87 102.20
S3 94.61 96.67 101.81
S4 90.35 92.41 100.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.16 100.69 3.47 3.4% 2.16 2.1% 76% True False 4,770
10 105.34 100.17 5.17 5.0% 2.19 2.1% 61% False False 3,942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 118.02
2.618 112.69
1.618 109.43
1.000 107.42
0.618 106.17
HIGH 104.16
0.618 102.91
0.500 102.53
0.382 102.15
LOW 100.90
0.618 98.89
1.000 97.64
1.618 95.63
2.618 92.37
4.250 87.05
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 103.07 103.04
PP 102.80 102.73
S1 102.53 102.43

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

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