NYMEX Light Sweet Crude Oil Future December 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 85.43 85.27 -0.16 -0.2% 92.18
High 86.22 87.54 1.32 1.5% 93.44
Low 84.65 85.27 0.62 0.7% 83.81
Close 85.53 86.53 1.00 1.2% 84.71
Range 1.57 2.27 0.70 44.6% 9.63
ATR 2.20 2.20 0.01 0.2% 0.00
Volume 56,409 51,051 -5,358 -9.5% 174,806
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 93.26 92.16 87.78
R3 90.99 89.89 87.15
R2 88.72 88.72 86.95
R1 87.62 87.62 86.74 88.17
PP 86.45 86.45 86.45 86.72
S1 85.35 85.35 86.32 85.90
S2 84.18 84.18 86.11
S3 81.91 83.08 85.91
S4 79.64 80.81 85.28
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 89.60 82.71 6.89 8.0% 2.64 3.1% 55% False False 56,494
10 93.44 82.71 10.73 12.4% 2.34 2.7% 36% False False 46,996
20 99.00 82.71 16.29 18.8% 2.12 2.4% 23% False False 44,656
40 107.29 82.71 24.58 28.4% 1.94 2.2% 16% False False 46,485
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.19
2.618 93.48
1.618 91.21
1.000 89.81
0.618 88.94
HIGH 87.54
0.618 86.67
0.500 86.41
0.382 86.14
LOW 85.27
0.618 83.87
1.000 83.00
1.618 81.60
2.618 79.33
4.250 75.62
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 86.49 86.06
PP 86.45 85.59
S1 86.41 85.13

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

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