NYMEX Light Sweet Crude Oil Future February 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	102.44	102.98	0.54	0.5%	102.49
High	103.07	103.01	-0.06	-0.1%	105.34
Low	101.08	101.30	0.22	0.2%	101.08
Close	102.98	101.75	-1.23	-1.2%	102.98
Range	1.99	1.71	-0.28	-14.1%	4.26
ATR	2.32	2.28	-0.04	-1.9%	0.00
Volume	3,668	6,836	3,168	86.4%	14,921

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.15	106.16	102.69
R3	105.44	104.45	102.22
R2	103.73	103.73	102.06
R1	102.74	102.74	101.91	102.38
PP	102.02	102.02	102.02	101.84
S1	101.03	101.03	101.59	100.67
S2	100.31	100.31	101.44
S3	98.60	99.32	101.28
S4	96.89	97.61	100.81

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	115.91	113.71	105.32
R3	111.65	109.45	104.15
R2	107.39	107.39	103.76
R1	105.19	105.19	103.37	106.29
PP	103.13	103.13	103.13	103.69
S1	100.93	100.93	102.59	102.03
S2	98.87	98.87	102.20
S3	94.61	96.67	101.81
S4	90.35	92.41	100.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.34	101.08	4.26	4.2%	2.33	2.3%	16%	False	False	4,351
10	105.34	97.95	7.39	7.3%	2.01	2.0%	51%	False	False	3,784

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	110.28
2.618	107.49
1.618	105.78
1.000	104.72
0.618	104.07
HIGH	103.01
0.618	102.36
0.500	102.16
0.382	101.95
LOW	101.30
0.618	100.24
1.000	99.59
1.618	98.53
2.618	96.82
4.250	94.03

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	102.16	102.17
PP	102.02	102.03
S1	101.89	101.89

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols