NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 85.82 83.96 -1.86 -2.2% 83.38
High 87.32 84.94 -2.38 -2.7% 87.32
Low 83.77 82.31 -1.46 -1.7% 81.53
Close 85.13 84.39 -0.74 -0.9% 84.39
Range 3.55 2.63 -0.92 -25.9% 5.79
ATR 2.38 2.41 0.03 1.3% 0.00
Volume 79,167 89,710 10,543 13.3% 364,725
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 91.77 90.71 85.84
R3 89.14 88.08 85.11
R2 86.51 86.51 84.87
R1 85.45 85.45 84.63 85.98
PP 83.88 83.88 83.88 84.15
S1 82.82 82.82 84.15 83.35
S2 81.25 81.25 83.91
S3 78.62 80.19 83.67
S4 75.99 77.56 82.94
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.78 98.88 87.57
R3 95.99 93.09 85.98
R2 90.20 90.20 85.45
R1 87.30 87.30 84.92 88.75
PP 84.41 84.41 84.41 85.14
S1 81.51 81.51 83.86 82.96
S2 78.62 78.62 83.33
S3 72.83 75.72 82.80
S4 67.04 69.93 81.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.32 81.53 5.79 6.9% 2.61 3.1% 49% False False 72,945
10 92.52 81.53 10.99 13.0% 2.64 3.1% 26% False False 59,221
20 97.79 81.53 16.26 19.3% 2.33 2.8% 18% False False 50,319
40 106.99 81.53 25.46 30.2% 2.12 2.5% 11% False False 41,831
60 109.69 81.53 28.16 33.4% 2.08 2.5% 10% False False 34,411
80 111.38 81.53 29.85 35.4% 2.00 2.4% 10% False False 30,647
100 111.38 81.53 29.85 35.4% 1.90 2.3% 10% False False 26,578
120 111.38 81.53 29.85 35.4% 1.81 2.1% 10% False False 23,053
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 0.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.12
2.618 91.83
1.618 89.20
1.000 87.57
0.618 86.57
HIGH 84.94
0.618 83.94
0.500 83.63
0.382 83.31
LOW 82.31
0.618 80.68
1.000 79.68
1.618 78.05
2.618 75.42
4.250 71.13
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 84.14 84.82
PP 83.88 84.67
S1 83.63 84.53

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

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