NYMEX Light Sweet Crude Oil Future December 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 88.88 87.93 -0.95 -1.1% 92.18
High 89.60 87.93 -1.67 -1.9% 93.44
Low 87.34 83.81 -3.53 -4.0% 83.81
Close 87.91 84.71 -3.20 -3.6% 84.71
Range 2.26 4.12 1.86 82.3% 9.63
ATR 2.04 2.19 0.15 7.3% 0.00
Volume 48,009 62,642 14,633 30.5% 174,806
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 97.84 95.40 86.98
R3 93.72 91.28 85.84
R2 89.60 89.60 85.47
R1 87.16 87.16 85.09 86.32
PP 85.48 85.48 85.48 85.07
S1 83.04 83.04 84.33 82.20
S2 81.36 81.36 83.95
S3 77.24 78.92 83.58
S4 73.12 74.80 82.44
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 116.21 110.09 90.01
R3 106.58 100.46 87.36
R2 96.95 96.95 86.48
R1 90.83 90.83 85.59 89.08
PP 87.32 87.32 87.32 86.44
S1 81.20 81.20 83.83 79.45
S2 77.69 77.69 82.94
S3 68.06 71.57 82.06
S4 58.43 61.94 79.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.44 83.81 9.63 11.4% 2.56 3.0% 9% False True 40,923
10 94.45 83.81 10.64 12.6% 2.24 2.6% 8% False True 41,786
20 103.94 83.81 20.13 23.8% 2.28 2.7% 4% False True 46,481
40 107.29 83.81 23.48 27.7% 1.91 2.3% 4% False True 45,021
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 0.31
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 105.44
2.618 98.72
1.618 94.60
1.000 92.05
0.618 90.48
HIGH 87.93
0.618 86.36
0.500 85.87
0.382 85.38
LOW 83.81
0.618 81.26
1.000 79.69
1.618 77.14
2.618 73.02
4.250 66.30
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 85.87 87.92
PP 85.48 86.85
S1 85.10 85.78

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

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