NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 83.38 84.41 1.03 1.2% 91.23
High 84.66 85.20 0.54 0.6% 92.52
Low 81.53 83.61 2.08 2.6% 82.63
Close 84.27 84.57 0.30 0.4% 83.56
Range 3.13 1.59 -1.54 -49.2% 9.89
ATR 2.35 2.30 -0.05 -2.3% 0.00
Volume 78,512 64,637 -13,875 -17.7% 185,850
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.23 88.49 85.44
R3 87.64 86.90 85.01
R2 86.05 86.05 84.86
R1 85.31 85.31 84.72 85.68
PP 84.46 84.46 84.46 84.65
S1 83.72 83.72 84.42 84.09
S2 82.87 82.87 84.28
S3 81.28 82.13 84.13
S4 79.69 80.54 83.70
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 91.19 81.53 9.66 11.4% 3.00 3.5% 31% False False 60,327
10 93.57 81.53 12.04 14.2% 2.42 2.9% 25% False False 48,360
20 98.70 81.53 17.17 20.3% 2.23 2.6% 18% False False 45,269
40 106.99 81.53 25.46 30.1% 2.05 2.4% 12% False False 38,136
60 109.69 81.53 28.16 33.3% 2.01 2.4% 11% False False 31,933
80 111.38 81.53 29.85 35.3% 1.95 2.3% 10% False False 28,264
100 111.38 81.53 29.85 35.3% 1.87 2.2% 10% False False 24,594
120 111.38 81.53 29.85 35.3% 1.82 2.1% 10% False False 21,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.49
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 91.96
2.618 89.36
1.618 87.77
1.000 86.79
0.618 86.18
HIGH 85.20
0.618 84.59
0.500 84.41
0.382 84.22
LOW 83.61
0.618 82.63
1.000 82.02
1.618 81.04
2.618 79.45
4.250 76.85
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 84.52 84.45
PP 84.46 84.33
S1 84.41 84.22

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

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