NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 99.07 99.11 0.04 0.0% 100.90
High 99.18 100.65 1.47 1.5% 102.21
Low 97.93 97.70 -0.23 -0.2% 96.67
Close 98.68 99.96 1.28 1.3% 99.17
Range 1.25 2.95 1.70 136.0% 5.54
ATR 2.15 2.21 0.06 2.7% 0.00
Volume 74,669 74,709 40 0.1% 262,753
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 108.29 107.07 101.58
R3 105.34 104.12 100.77
R2 102.39 102.39 100.50
R1 101.17 101.17 100.23 101.78
PP 99.44 99.44 99.44 99.74
S1 98.22 98.22 99.69 98.83
S2 96.49 96.49 99.42
S3 93.54 95.27 99.15
S4 90.59 92.32 98.34
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.97 113.11 102.22
R3 110.43 107.57 100.69
R2 104.89 104.89 100.19
R1 102.03 102.03 99.68 100.69
PP 99.35 99.35 99.35 98.68
S1 96.49 96.49 98.66 95.15
S2 93.81 93.81 98.15
S3 88.27 90.95 97.65
S4 82.73 85.41 96.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.65 96.67 3.98 4.0% 2.15 2.1% 83% True False 66,858
10 102.28 96.67 5.61 5.6% 2.14 2.1% 59% False False 55,574
20 104.10 96.67 7.43 7.4% 2.23 2.2% 44% False False 51,544
40 104.32 93.40 10.92 10.9% 2.22 2.2% 60% False False 40,091
60 104.32 93.40 10.92 10.9% 2.28 2.3% 60% False False 38,285
80 104.32 84.37 19.95 20.0% 2.36 2.4% 78% False False 36,023
100 104.32 76.65 27.67 27.7% 2.47 2.5% 84% False False 32,970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.19
2.618 108.37
1.618 105.42
1.000 103.60
0.618 102.47
HIGH 100.65
0.618 99.52
0.500 99.18
0.382 98.83
LOW 97.70
0.618 95.88
1.000 94.75
1.618 92.93
2.618 89.98
4.250 85.16
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 99.70 99.66
PP 99.44 99.35
S1 99.18 99.05

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

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