NYMEX Light Sweet Crude Oil Future September 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 87.21 83.90 -3.31 -3.8% 91.59
High 87.22 84.94 -2.28 -2.6% 92.78
Low 82.97 81.90 -1.07 -1.3% 82.97
Close 83.89 84.56 0.67 0.8% 83.89
Range 4.25 3.04 -1.21 -28.5% 9.81
ATR 2.25 2.30 0.06 2.5% 0.00
Volume 46,219 46,920 701 1.5% 121,800
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 92.92 91.78 86.23
R3 89.88 88.74 85.40
R2 86.84 86.84 85.12
R1 85.70 85.70 84.84 86.27
PP 83.80 83.80 83.80 84.09
S1 82.66 82.66 84.28 83.23
S2 80.76 80.76 84.00
S3 77.72 79.62 83.72
S4 74.68 76.58 82.89
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 115.98 109.74 89.29
R3 106.17 99.93 86.59
R2 96.36 96.36 85.69
R1 90.12 90.12 84.79 88.34
PP 86.55 86.55 86.55 85.65
S1 80.31 80.31 82.99 78.53
S2 76.74 76.74 82.09
S3 66.93 70.50 81.19
S4 57.12 60.69 78.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.78 81.90 10.88 12.9% 3.04 3.6% 24% False True 33,744
10 93.88 81.90 11.98 14.2% 2.43 2.9% 22% False True 28,549
20 99.10 81.90 17.20 20.3% 2.24 2.7% 15% False True 30,109
40 107.12 81.90 25.22 29.8% 2.01 2.4% 11% False True 29,010
60 109.84 81.90 27.94 33.0% 1.95 2.3% 10% False True 25,661
80 110.87 81.90 28.97 34.3% 1.86 2.2% 9% False True 23,865
100 110.87 81.90 28.97 34.3% 1.81 2.1% 9% False True 21,239
120 110.87 81.90 28.97 34.3% 1.74 2.1% 9% False True 18,651
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.86
2.618 92.90
1.618 89.86
1.000 87.98
0.618 86.82
HIGH 84.94
0.618 83.78
0.500 83.42
0.382 83.06
LOW 81.90
0.618 80.02
1.000 78.86
1.618 76.98
2.618 73.94
4.250 68.98
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 84.18 85.40
PP 83.80 85.12
S1 83.42 84.84

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

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