NYMEX Light Sweet Crude Oil Future November 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 87.55 83.19 -4.36 -5.0% 92.20
High 87.65 85.38 -2.27 -2.6% 93.25
Low 83.60 82.57 -1.03 -1.2% 83.60
Close 84.46 85.09 0.63 0.7% 84.46
Range 4.05 2.81 -1.24 -30.6% 9.65
ATR 2.03 2.08 0.06 2.8% 0.00
Volume 9,028 11,164 2,136 23.7% 30,695
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 92.78 91.74 86.64
R3 89.97 88.93 85.86
R2 87.16 87.16 85.61
R1 86.12 86.12 85.35 86.64
PP 84.35 84.35 84.35 84.61
S1 83.31 83.31 84.83 83.83
S2 81.54 81.54 84.57
S3 78.73 80.50 84.32
S4 75.92 77.69 83.54
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 116.05 109.91 89.77
R3 106.40 100.26 87.11
R2 96.75 96.75 86.23
R1 90.61 90.61 85.34 88.86
PP 87.10 87.10 87.10 86.23
S1 80.96 80.96 83.58 79.21
S2 77.45 77.45 82.69
S3 67.80 71.31 81.81
S4 58.15 61.66 79.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.25 82.57 10.68 12.6% 2.80 3.3% 24% False True 8,371
10 94.19 82.57 11.62 13.7% 2.17 2.6% 22% False True 7,730
20 99.31 82.57 16.74 19.7% 1.94 2.3% 15% False True 9,185
40 107.15 82.57 24.58 28.9% 1.69 2.0% 10% False True 8,867
60 109.80 82.57 27.23 32.0% 1.65 1.9% 9% False True 8,106
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 True
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.32
2.618 92.74
1.618 89.93
1.000 88.19
0.618 87.12
HIGH 85.38
0.618 84.31
0.500 83.98
0.382 83.64
LOW 82.57
0.618 80.83
1.000 79.76
1.618 78.02
2.618 75.21
4.250 70.63
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 84.72 85.92
PP 84.35 85.64
S1 83.98 85.37

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

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