NYMEX Light Sweet Crude Oil Future January 2013


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 85.59 87.94 2.35 2.7% 84.83
High 86.38 88.02 1.64 1.9% 88.54
Low 83.98 83.43 -0.55 -0.7% 83.11
Close 86.10 84.63 -1.47 -1.7% 86.10
Range 2.40 4.59 2.19 91.3% 5.43
ATR 2.04 2.22 0.18 8.9% 0.00
Volume 8,518 15,820 7,302 85.7% 44,611
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 99.13 96.47 87.15
R3 94.54 91.88 85.89
R2 89.95 89.95 85.47
R1 87.29 87.29 85.05 86.33
PP 85.36 85.36 85.36 84.88
S1 82.70 82.70 84.21 81.74
S2 80.77 80.77 83.79
S3 76.18 78.11 83.37
S4 71.59 73.52 82.11
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 102.21 99.58 89.09
R3 96.78 94.15 87.59
R2 91.35 91.35 87.10
R1 88.72 88.72 86.60 90.04
PP 85.92 85.92 85.92 86.57
S1 83.29 83.29 85.60 84.61
S2 80.49 80.49 85.10
S3 75.06 77.86 84.61
S4 69.63 72.43 83.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.54 83.43 5.11 6.0% 2.60 3.1% 23% False True 10,005
10 93.53 83.11 10.42 12.3% 2.56 3.0% 15% False False 8,043
20 97.00 83.11 13.89 16.4% 2.03 2.4% 11% False False 6,282
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 0.41
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 107.53
2.618 100.04
1.618 95.45
1.000 92.61
0.618 90.86
HIGH 88.02
0.618 86.27
0.500 85.73
0.382 85.18
LOW 83.43
0.618 80.59
1.000 78.84
1.618 76.00
2.618 71.41
4.250 63.92
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 85.73 85.99
PP 85.36 85.53
S1 85.00 85.08

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

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