NYMEX Light Sweet Crude Oil Future January 2013

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	85.56	85.90	0.34	0.4%	93.00
High	86.33	87.68	1.35	1.6%	93.53
Low	85.21	85.90	0.69	0.8%	84.12
Close	85.72	86.79	1.07	1.2%	84.95
Range	1.12	1.78	0.66	58.9%	9.41
ATR	1.90	1.90	0.00	0.2%	0.00
Volume	7,685	5,874	-1,811	-23.6%	20,007

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.13	91.24	87.77
R3	90.35	89.46	87.28
R2	88.57	88.57	87.12
R1	87.68	87.68	86.95	88.13
PP	86.79	86.79	86.79	87.01
S1	85.90	85.90	86.63	86.35
S2	85.01	85.01	86.46
S3	83.23	84.12	86.30
S4	81.45	82.34	85.81

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	115.76	109.77	90.13
R3	106.35	100.36	87.54
R2	96.94	96.94	86.68
R1	90.95	90.95	85.81	89.24
PP	87.53	87.53	87.53	86.68
S1	81.54	81.54	84.09	79.83
S2	78.12	78.12	83.22
S3	68.71	72.13	82.36
S4	59.30	62.72	79.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.67	83.11	6.56	7.6%	2.27	2.6%	56%	False	False	7,280
10	93.53	83.11	10.42	12.0%	1.95	2.2%	35%	False	False	5,941
20	99.04	83.11	15.93	18.4%	1.73	2.0%	23%	False	False	5,333

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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.25
2.618	92.34
1.618	90.56
1.000	89.46
0.618	88.78
HIGH	87.68
0.618	87.00
0.500	86.79
0.382	86.58
LOW	85.90
0.618	84.80
1.000	84.12
1.618	83.02
2.618	81.24
4.250	78.34

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	86.79	86.33
PP	86.79	85.86
S1	86.79	85.40

Download as Excel Spreadsheet

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

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