NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 101.57 103.68 2.11 2.1% 102.49
High 104.16 104.37 0.21 0.2% 105.34
Low 100.90 103.15 2.25 2.2% 101.08
Close 103.34 104.16 0.82 0.8% 102.98
Range 3.26 1.22 -2.04 -62.6% 4.26
ATR 2.32 2.24 -0.08 -3.4% 0.00
Volume 6,369 11,421 5,052 79.3% 14,921
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.55 107.08 104.83
R3 106.33 105.86 104.50
R2 105.11 105.11 104.38
R1 104.64 104.64 104.27 104.88
PP 103.89 103.89 103.89 104.01
S1 103.42 103.42 104.05 103.66
S2 102.67 102.67 103.94
S3 101.45 102.20 103.82
S4 100.23 100.98 103.49
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
5 104.37 100.69 3.68 3.5% 2.00 1.9% 94% True False 5,919
10 105.34 100.69 4.65 4.5% 2.01 1.9% 75% False False 4,743
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 109.56
2.618 107.56
1.618 106.34
1.000 105.59
0.618 105.12
HIGH 104.37
0.618 103.90
0.500 103.76
0.382 103.62
LOW 103.15
0.618 102.40
1.000 101.93
1.618 101.18
2.618 99.96
4.250 97.97
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 104.03 103.62
PP 103.89 103.07
S1 103.76 102.53

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

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