NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 86.85 83.38 -3.47 -4.0% 91.23
High 86.90 84.66 -2.24 -2.6% 92.52
Low 82.63 81.53 -1.10 -1.3% 82.63
Close 83.56 84.27 0.71 0.8% 83.56
Range 4.27 3.13 -1.14 -26.7% 9.89
ATR 2.29 2.35 0.06 2.6% 0.00
Volume 63,774 78,512 14,738 23.1% 185,850
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 92.88 91.70 85.99
R3 89.75 88.57 85.13
R2 86.62 86.62 84.84
R1 85.44 85.44 84.56 86.03
PP 83.49 83.49 83.49 83.78
S1 82.31 82.31 83.98 82.90
S2 80.36 80.36 83.70
S3 77.23 79.18 83.41
S4 74.10 76.05 82.55
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 115.91 109.62 89.00
R3 106.02 99.73 86.28
R2 96.13 96.13 85.37
R1 89.84 89.84 84.47 88.04
PP 86.24 86.24 86.24 85.34
S1 79.95 79.95 82.65 78.15
S2 76.35 76.35 81.75
S3 66.46 70.06 80.84
S4 56.57 60.17 78.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.52 81.53 10.99 13.0% 3.07 3.6% 25% False True 52,872
10 93.62 81.53 12.09 14.3% 2.48 2.9% 23% False True 46,748
20 98.86 81.53 17.33 20.6% 2.28 2.7% 16% False True 44,414
40 106.99 81.53 25.46 30.2% 2.06 2.4% 11% False True 37,010
60 109.69 81.53 28.16 33.4% 2.01 2.4% 10% False True 31,327
80 111.38 81.53 29.85 35.4% 1.94 2.3% 9% False True 27,709
100 111.38 81.53 29.85 35.4% 1.86 2.2% 9% False True 23,996
120 111.38 81.53 29.85 35.4% 1.82 2.2% 9% False True 20,817
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.96
2.618 92.85
1.618 89.72
1.000 87.79
0.618 86.59
HIGH 84.66
0.618 83.46
0.500 83.10
0.382 82.73
LOW 81.53
0.618 79.60
1.000 78.40
1.618 76.47
2.618 73.34
4.250 68.23
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 83.88 85.06
PP 83.49 84.80
S1 83.10 84.53

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

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