NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 102.44 100.93 -1.51 -1.5% 102.31
High 102.44 102.32 -0.12 -0.1% 105.30
Low 101.11 100.47 -0.64 -0.6% 100.84
Close 101.55 101.76 0.21 0.2% 102.78
Range 1.33 1.85 0.52 39.1% 4.46
ATR 2.70 2.64 -0.06 -2.2% 0.00
Volume 7,971 3,865 -4,106 -51.5% 27,305
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.07 106.26 102.78
R3 105.22 104.41 102.27
R2 103.37 103.37 102.10
R1 102.56 102.56 101.93 102.97
PP 101.52 101.52 101.52 101.72
S1 100.71 100.71 101.59 101.12
S2 99.67 99.67 101.42
S3 97.82 98.86 101.25
S4 95.97 97.01 100.74
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
5 104.94 100.47 4.47 4.4% 2.03 2.0% 29% False True 6,649
10 105.30 99.04 6.26 6.2% 2.13 2.1% 43% False False 6,751
20 105.47 97.08 8.39 8.2% 2.61 2.6% 56% False False 5,946
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.18
2.618 107.16
1.618 105.31
1.000 104.17
0.618 103.46
HIGH 102.32
0.618 101.61
0.500 101.40
0.382 101.18
LOW 100.47
0.618 99.33
1.000 98.62
1.618 97.48
2.618 95.63
4.250 92.61
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 101.64 101.76
PP 101.52 101.75
S1 101.40 101.75

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

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