NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 100.93 101.24 0.31 0.3% 102.31
High 102.32 103.84 1.52 1.5% 105.30
Low 100.47 100.62 0.15 0.1% 100.84
Close 101.76 103.13 1.37 1.3% 102.78
Range 1.85 3.22 1.37 74.1% 4.46
ATR 2.64 2.68 0.04 1.6% 0.00
Volume 3,865 9,886 6,021 155.8% 27,305
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 112.19 110.88 104.90
R3 108.97 107.66 104.02
R2 105.75 105.75 103.72
R1 104.44 104.44 103.43 105.10
PP 102.53 102.53 102.53 102.86
S1 101.22 101.22 102.83 101.88
S2 99.31 99.31 102.54
S3 96.09 98.00 102.24
S4 92.87 94.78 101.36
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
5 103.84 100.47 3.37 3.3% 2.14 2.1% 79% True False 7,733
10 105.30 100.12 5.18 5.0% 2.22 2.1% 58% False False 7,365
20 105.30 97.08 8.22 8.0% 2.60 2.5% 74% False False 6,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 117.53
2.618 112.27
1.618 109.05
1.000 107.06
0.618 105.83
HIGH 103.84
0.618 102.61
0.500 102.23
0.382 101.85
LOW 100.62
0.618 98.63
1.000 97.40
1.618 95.41
2.618 92.19
4.250 86.94
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 102.83 102.81
PP 102.53 102.48
S1 102.23 102.16

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

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