NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	101.85	102.82	0.97	1.0%	102.31
High	103.12	103.03	-0.09	-0.1%	105.30
Low	101.00	100.84	-0.16	-0.2%	100.84
Close	102.88	102.78	-0.10	-0.1%	102.78
Range	2.12	2.19	0.07	3.3%	4.46
ATR	2.82	2.78	-0.05	-1.6%	0.00
Volume	8,443	8,504	61	0.7%	27,305

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.79	107.97	103.98
R3	106.60	105.78	103.38
R2	104.41	104.41	103.18
R1	103.59	103.59	102.98	102.91
PP	102.22	102.22	102.22	101.87
S1	101.40	101.40	102.58	100.72
S2	100.03	100.03	102.38
S3	97.84	99.21	102.18
S4	95.65	97.02	101.58

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.35	114.03	105.23
R3	111.89	109.57	104.01
R2	107.43	107.43	103.60
R1	105.11	105.11	103.19	106.27
PP	102.97	102.97	102.97	103.56
S1	100.65	100.65	102.37	101.81
S2	98.51	98.51	101.96
S3	94.05	96.19	101.55
S4	89.59	91.73	100.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.30	100.84	4.46	4.3%	2.20	2.1%	43%	False	True	7,915
10	105.30	98.17	7.13	6.9%	2.32	2.3%	65%	False	False	6,626
20	105.47	96.46	9.01	8.8%	3.01	2.9%	70%	False	False	5,857

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	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.34
2.618	108.76
1.618	106.57
1.000	105.22
0.618	104.38
HIGH	103.03
0.618	102.19
0.500	101.94
0.382	101.68
LOW	100.84
0.618	99.49
1.000	98.65
1.618	97.30
2.618	95.11
4.250	91.53

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	102.50	102.89
PP	102.22	102.85
S1	101.94	102.82

Download as Excel Spreadsheet

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

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