NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 83.96 85.70 1.74 2.1% 83.38
High 84.94 86.91 1.97 2.3% 87.32
Low 82.31 81.43 -0.88 -1.1% 81.53
Close 84.39 83.00 -1.39 -1.6% 84.39
Range 2.63 5.48 2.85 108.4% 5.79
ATR 2.41 2.63 0.22 9.1% 0.00
Volume 89,710 102,495 12,785 14.3% 364,725
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 100.22 97.09 86.01
R3 94.74 91.61 84.51
R2 89.26 89.26 84.00
R1 86.13 86.13 83.50 84.96
PP 83.78 83.78 83.78 83.19
S1 80.65 80.65 82.50 79.48
S2 78.30 78.30 82.00
S3 72.82 75.17 81.49
S4 67.34 69.69 79.99
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 81.43 5.89 7.1% 3.08 3.7% 27% False True 77,741
10 92.52 81.43 11.09 13.4% 3.08 3.7% 14% False True 65,307
20 96.41 81.43 14.98 18.0% 2.53 3.0% 10% False True 53,305
40 106.99 81.43 25.56 30.8% 2.22 2.7% 6% False True 43,255
60 109.69 81.43 28.26 34.0% 2.14 2.6% 6% False True 35,761
80 111.38 81.43 29.95 36.1% 2.05 2.5% 5% False True 31,773
100 111.38 81.43 29.95 36.1% 1.93 2.3% 5% False True 27,537
120 111.38 81.43 29.95 36.1% 1.85 2.2% 5% False True 23,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 146 trading days
Fibonacci Retracements and Extensions
4.250 110.20
2.618 101.26
1.618 95.78
1.000 92.39
0.618 90.30
HIGH 86.91
0.618 84.82
0.500 84.17
0.382 83.52
LOW 81.43
0.618 78.04
1.000 75.95
1.618 72.56
2.618 67.08
4.250 58.14
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 84.17 84.38
PP 83.78 83.92
S1 83.39 83.46

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

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