NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 103.68 103.75 0.07 0.1% 102.98
High 104.37 103.78 -0.59 -0.6% 104.37
Low 103.15 101.52 -1.63 -1.6% 100.69
Close 104.16 102.07 -2.09 -2.0% 102.07
Range 1.22 2.26 1.04 85.2% 3.68
ATR 2.24 2.27 0.03 1.3% 0.00
Volume 11,421 7,482 -3,939 -34.5% 33,413
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 109.24 107.91 103.31
R3 106.98 105.65 102.69
R2 104.72 104.72 102.48
R1 103.39 103.39 102.28 102.93
PP 102.46 102.46 102.46 102.22
S1 101.13 101.13 101.86 100.67
S2 100.20 100.20 101.66
S3 97.94 98.87 101.45
S4 95.68 96.61 100.83
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 113.42 111.42 104.09
R3 109.74 107.74 103.08
R2 106.06 106.06 102.74
R1 104.06 104.06 102.41 103.22
PP 102.38 102.38 102.38 101.96
S1 100.38 100.38 101.73 99.54
S2 98.70 98.70 101.40
S3 95.02 96.70 101.06
S4 91.34 93.02 100.05
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 3.6% 2.05 2.0% 38% False False 6,682
10 105.34 100.69 4.65 4.6% 2.11 2.1% 30% False False 5,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.39
2.618 109.70
1.618 107.44
1.000 106.04
0.618 105.18
HIGH 103.78
0.618 102.92
0.500 102.65
0.382 102.38
LOW 101.52
0.618 100.12
1.000 99.26
1.618 97.86
2.618 95.60
4.250 91.92
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 102.65 102.64
PP 102.46 102.45
S1 102.26 102.26

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

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