NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 84.66 84.70 0.04 0.0% 91.59
High 85.47 86.80 1.33 1.6% 92.78
Low 83.92 84.70 0.78 0.9% 82.97
Close 84.83 85.64 0.81 1.0% 83.89
Range 1.55 2.10 0.55 35.5% 9.81
ATR 2.25 2.24 -0.01 -0.5% 0.00
Volume 37,586 32,592 -4,994 -13.3% 121,800
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 92.01 90.93 86.80
R3 89.91 88.83 86.22
R2 87.81 87.81 86.03
R1 86.73 86.73 85.83 87.27
PP 85.71 85.71 85.71 85.99
S1 84.63 84.63 85.45 85.17
S2 83.61 83.61 85.26
S3 81.51 82.53 85.06
S4 79.41 80.43 84.49
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 88.90 81.90 7.00 8.2% 2.67 3.1% 53% False False 38,907
10 92.78 81.90 10.88 12.7% 2.39 2.8% 34% False False 31,383
20 98.50 81.90 16.60 19.4% 2.17 2.5% 23% False False 29,692
40 107.12 81.90 25.22 29.4% 2.01 2.3% 15% False False 29,680
60 109.84 81.90 27.94 32.6% 1.96 2.3% 13% False False 26,115
80 110.87 81.90 28.97 33.8% 1.88 2.2% 13% False False 24,329
100 110.87 81.90 28.97 33.8% 1.80 2.1% 13% False False 21,802
120 110.87 81.90 28.97 33.8% 1.74 2.0% 13% False False 19,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.73
2.618 92.30
1.618 90.20
1.000 88.90
0.618 88.10
HIGH 86.80
0.618 86.00
0.500 85.75
0.382 85.50
LOW 84.70
0.618 83.40
1.000 82.60
1.618 81.30
2.618 79.20
4.250 75.78
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 85.75 85.21
PP 85.71 84.78
S1 85.68 84.35

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

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