NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 87.04 84.93 -2.11 -2.4% 84.83
High 88.47 86.31 -2.16 -2.4% 88.47
Low 85.15 83.66 -1.49 -1.7% 82.71
Close 86.42 85.77 -0.65 -0.8% 85.77
Range 3.32 2.65 -0.67 -20.2% 5.76
ATR 2.28 2.32 0.03 1.5% 0.00
Volume 61,886 58,822 -3,064 -5.0% 292,529
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 93.20 92.13 87.23
R3 90.55 89.48 86.50
R2 87.90 87.90 86.26
R1 86.83 86.83 86.01 87.37
PP 85.25 85.25 85.25 85.51
S1 84.18 84.18 85.53 84.72
S2 82.60 82.60 85.28
S3 79.95 81.53 85.04
S4 77.30 78.88 84.31
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 102.93 100.11 88.94
R3 97.17 94.35 87.35
R2 91.41 91.41 86.83
R1 88.59 88.59 86.30 90.00
PP 85.65 85.65 85.65 86.36
S1 82.83 82.83 85.24 84.24
S2 79.89 79.89 84.71
S3 74.13 77.07 84.19
S4 68.37 71.31 82.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.47 82.71 5.76 6.7% 2.56 3.0% 53% False False 58,505
10 93.44 82.71 10.73 12.5% 2.56 3.0% 29% False False 49,714
20 98.52 82.71 15.81 18.4% 2.24 2.6% 19% False False 45,562
40 107.29 82.71 24.58 28.7% 2.01 2.3% 12% False False 47,271
60 110.02 82.71 27.31 31.8% 1.99 2.3% 11% False False 44,713
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 False
Bull Hook False
Stretch 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.57
2.618 93.25
1.618 90.60
1.000 88.96
0.618 87.95
HIGH 86.31
0.618 85.30
0.500 84.99
0.382 84.67
LOW 83.66
0.618 82.02
1.000 81.01
1.618 79.37
2.618 76.72
4.250 72.40
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 85.51 86.07
PP 85.25 85.97
S1 84.99 85.87

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

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