NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 84.83 85.43 0.60 0.7% 92.18
High 85.71 86.22 0.51 0.6% 93.44
Low 82.71 84.65 1.94 2.3% 83.81
Close 85.33 85.53 0.20 0.2% 84.71
Range 3.00 1.57 -1.43 -47.7% 9.63
ATR 2.25 2.20 -0.05 -2.1% 0.00
Volume 64,361 56,409 -7,952 -12.4% 174,806
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.18 89.42 86.39
R3 88.61 87.85 85.96
R2 87.04 87.04 85.82
R1 86.28 86.28 85.67 86.66
PP 85.47 85.47 85.47 85.66
S1 84.71 84.71 85.39 85.09
S2 83.90 83.90 85.24
S3 82.33 83.14 85.10
S4 80.76 81.57 84.67
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 92.02 82.71 9.31 10.9% 2.87 3.4% 30% False False 54,191
10 94.37 82.71 11.66 13.6% 2.30 2.7% 24% False False 45,233
20 99.41 82.71 16.70 19.5% 2.12 2.5% 17% False False 44,639
40 107.29 82.71 24.58 28.7% 1.94 2.3% 11% False False 45,810
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.44
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.89
2.618 90.33
1.618 88.76
1.000 87.79
0.618 87.19
HIGH 86.22
0.618 85.62
0.500 85.44
0.382 85.25
LOW 84.65
0.618 83.68
1.000 83.08
1.618 82.11
2.618 80.54
4.250 77.98
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 85.50 85.46
PP 85.47 85.39
S1 85.44 85.32

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

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