NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 84.93 86.89 1.96 2.3% 84.83
High 86.31 88.20 1.89 2.2% 88.47
Low 83.66 82.77 -0.89 -1.1% 82.71
Close 85.77 84.31 -1.46 -1.7% 85.77
Range 2.65 5.43 2.78 104.9% 5.76
ATR 2.32 2.54 0.22 9.6% 0.00
Volume 58,822 56,690 -2,132 -3.6% 292,529
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.38 98.28 87.30
R3 95.95 92.85 85.80
R2 90.52 90.52 85.31
R1 87.42 87.42 84.81 86.26
PP 85.09 85.09 85.09 84.51
S1 81.99 81.99 83.81 80.83
S2 79.66 79.66 83.31
S3 74.23 76.56 82.82
S4 68.80 71.13 81.32
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 82.77 5.70 6.8% 3.05 3.6% 27% False True 56,971
10 93.44 82.71 10.73 12.7% 3.00 3.6% 15% False False 52,402
20 97.33 82.71 14.62 17.3% 2.45 2.9% 11% False False 46,571
40 107.29 82.71 24.58 29.2% 2.12 2.5% 7% False False 47,220
60 110.02 82.71 27.31 32.4% 2.04 2.4% 6% False False 44,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 111.28
2.618 102.42
1.618 96.99
1.000 93.63
0.618 91.56
HIGH 88.20
0.618 86.13
0.500 85.49
0.382 84.84
LOW 82.77
0.618 79.41
1.000 77.34
1.618 73.98
2.618 68.55
4.250 59.69
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 85.49 85.62
PP 85.09 85.18
S1 84.70 84.75

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

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