NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 102.82 102.44 -0.38 -0.4% 102.31
High 103.03 102.44 -0.59 -0.6% 105.30
Low 100.84 101.11 0.27 0.3% 100.84
Close 102.78 101.55 -1.23 -1.2% 102.78
Range 2.19 1.33 -0.86 -39.3% 4.46
ATR 2.78 2.70 -0.08 -2.8% 0.00
Volume 8,504 7,971 -533 -6.3% 27,305
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 105.69 104.95 102.28
R3 104.36 103.62 101.92
R2 103.03 103.03 101.79
R1 102.29 102.29 101.67 102.00
PP 101.70 101.70 101.70 101.55
S1 100.96 100.96 101.43 100.67
S2 100.37 100.37 101.31
S3 99.04 99.63 101.18
S4 97.71 98.30 100.82
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 4.4% 2.25 2.2% 16% False False 7,055
10 105.30 98.17 7.13 7.0% 2.12 2.1% 47% False False 7,035
20 105.47 97.08 8.39 8.3% 2.74 2.7% 53% False False 5,981
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 108.09
2.618 105.92
1.618 104.59
1.000 103.77
0.618 103.26
HIGH 102.44
0.618 101.93
0.500 101.78
0.382 101.62
LOW 101.11
0.618 100.29
1.000 99.78
1.618 98.96
2.618 97.63
4.250 95.46
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 101.78 101.98
PP 101.70 101.84
S1 101.63 101.69

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

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