NYMEX Light Sweet Crude Oil Future October 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 85.60 85.24 -0.36 -0.4% 91.70
High 85.76 87.05 1.29 1.5% 93.02
Low 84.19 85.21 1.02 1.2% 83.35
Close 85.08 85.95 0.87 1.0% 84.20
Range 1.57 1.84 0.27 17.2% 9.67
ATR 2.16 2.14 -0.01 -0.6% 0.00
Volume 17,646 13,267 -4,379 -24.8% 54,164
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 91.59 90.61 86.96
R3 89.75 88.77 86.46
R2 87.91 87.91 86.29
R1 86.93 86.93 86.12 87.42
PP 86.07 86.07 86.07 86.32
S1 85.09 85.09 85.78 85.58
S2 84.23 84.23 85.61
S3 82.39 83.25 85.44
S4 80.55 81.41 84.94
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 89.14 82.13 7.01 8.2% 2.58 3.0% 54% False False 17,228
10 93.02 82.13 10.89 12.7% 2.27 2.6% 35% False False 14,661
20 98.64 82.13 16.51 19.2% 2.05 2.4% 23% False False 14,964
40 107.12 82.13 24.99 29.1% 1.84 2.1% 15% False False 13,487
60 109.80 82.13 27.67 32.2% 1.81 2.1% 14% False False 11,982
80 110.65 82.13 28.52 33.2% 1.73 2.0% 13% False False 11,455
100 110.65 82.13 28.52 33.2% 1.55 1.8% 13% False False 10,237
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.87
2.618 91.87
1.618 90.03
1.000 88.89
0.618 88.19
HIGH 87.05
0.618 86.35
0.500 86.13
0.382 85.91
LOW 85.21
0.618 84.07
1.000 83.37
1.618 82.23
2.618 80.39
4.250 77.39
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 86.13 85.50
PP 86.07 85.04
S1 86.01 84.59

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

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