NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 88.51 87.44 -1.07 -1.2% 91.70
High 89.14 87.44 -1.70 -1.9% 93.02
Low 86.83 83.35 -3.48 -4.0% 83.35
Close 87.45 84.20 -3.25 -3.7% 84.20
Range 2.31 4.09 1.78 77.1% 9.67
ATR 1.98 2.14 0.15 7.6% 0.00
Volume 12,738 19,626 6,888 54.1% 54,164
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 97.27 94.82 86.45
R3 93.18 90.73 85.32
R2 89.09 89.09 84.95
R1 86.64 86.64 84.57 85.82
PP 85.00 85.00 85.00 84.59
S1 82.55 82.55 83.83 81.73
S2 80.91 80.91 83.45
S3 76.82 78.46 83.08
S4 72.73 74.37 81.95
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 115.87 109.70 89.52
R3 106.20 100.03 86.86
R2 96.53 96.53 85.97
R1 90.36 90.36 85.09 88.61
PP 86.86 86.86 86.86 85.98
S1 80.69 80.69 83.31 78.94
S2 77.19 77.19 82.43
S3 67.52 71.02 81.54
S4 57.85 61.35 78.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.02 83.35 9.67 11.5% 2.51 3.0% 9% False True 12,673
10 94.10 83.35 10.75 12.8% 2.20 2.6% 8% False True 13,213
20 103.63 83.35 20.28 24.1% 2.22 2.6% 4% False True 15,055
40 107.12 83.35 23.77 28.2% 1.82 2.2% 4% False True 12,889
60 109.80 83.35 26.45 31.4% 1.77 2.1% 3% False True 11,702
80 110.65 83.35 27.30 32.4% 1.67 2.0% 3% False True 11,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 104.82
2.618 98.15
1.618 94.06
1.000 91.53
0.618 89.97
HIGH 87.44
0.618 85.88
0.500 85.40
0.382 84.91
LOW 83.35
0.618 80.82
1.000 79.26
1.618 76.73
2.618 72.64
4.250 65.97
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 85.40 87.48
PP 85.00 86.39
S1 84.60 85.29

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

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