NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 85.24 86.47 1.23 1.4% 91.70
High 87.05 87.85 0.80 0.9% 93.02
Low 85.21 84.46 -0.75 -0.9% 83.35
Close 85.95 85.77 -0.18 -0.2% 84.20
Range 1.84 3.39 1.55 84.2% 9.67
ATR 2.14 2.23 0.09 4.1% 0.00
Volume 13,267 25,494 12,227 92.2% 54,164
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 96.20 94.37 87.63
R3 92.81 90.98 86.70
R2 89.42 89.42 86.39
R1 87.59 87.59 86.08 86.81
PP 86.03 86.03 86.03 85.64
S1 84.20 84.20 85.46 83.42
S2 82.64 82.64 85.15
S3 79.25 80.81 84.84
S4 75.86 77.42 83.91
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 87.85 82.13 5.72 6.7% 2.79 3.3% 64% True False 19,779
10 93.02 82.13 10.89 12.7% 2.39 2.8% 33% False False 15,771
20 98.64 82.13 16.51 19.2% 2.12 2.5% 22% False False 15,468
40 107.12 82.13 24.99 29.1% 1.89 2.2% 15% False False 13,784
60 109.80 82.13 27.67 32.3% 1.85 2.2% 13% False False 12,243
80 110.65 82.13 28.52 33.3% 1.75 2.0% 13% False False 11,700
100 110.65 82.13 28.52 33.3% 1.58 1.8% 13% False False 10,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.26
2.618 96.73
1.618 93.34
1.000 91.24
0.618 89.95
HIGH 87.85
0.618 86.56
0.500 86.16
0.382 85.75
LOW 84.46
0.618 82.36
1.000 81.07
1.618 78.97
2.618 75.58
4.250 70.05
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 86.16 86.02
PP 86.03 85.94
S1 85.90 85.85

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

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