NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 101.18 100.53 -0.65 -0.6% 97.29
High 102.30 101.54 -0.76 -0.7% 101.35
Low 100.30 100.39 0.09 0.1% 97.17
Close 101.08 101.47 0.39 0.4% 100.92
Range 2.00 1.15 -0.85 -42.5% 4.18
ATR 2.50 2.40 -0.10 -3.9% 0.00
Volume 31,825 24,883 -6,942 -21.8% 169,827
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 104.58 104.18 102.10
R3 103.43 103.03 101.79
R2 102.28 102.28 101.68
R1 101.88 101.88 101.58 102.08
PP 101.13 101.13 101.13 101.24
S1 100.73 100.73 101.36 100.93
S2 99.98 99.98 101.26
S3 98.83 99.58 101.15
S4 97.68 98.43 100.84
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 112.35 110.82 103.22
R3 108.17 106.64 102.07
R2 103.99 103.99 101.69
R1 102.46 102.46 101.30 103.23
PP 99.81 99.81 99.81 100.20
S1 98.28 98.28 100.54 99.05
S2 95.63 95.63 100.15
S3 91.45 94.10 99.77
S4 87.27 89.92 98.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.30 98.71 3.59 3.5% 1.86 1.8% 77% False False 35,745
10 102.30 95.50 6.80 6.7% 2.05 2.0% 88% False False 31,682
20 102.55 94.04 8.51 8.4% 2.33 2.3% 87% False False 34,432
40 102.55 84.37 18.18 17.9% 2.46 2.4% 94% False False 31,766
60 102.55 76.65 25.90 25.5% 2.61 2.6% 96% False False 27,877
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.36
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 106.43
2.618 104.55
1.618 103.40
1.000 102.69
0.618 102.25
HIGH 101.54
0.618 101.10
0.500 100.97
0.382 100.83
LOW 100.39
0.618 99.68
1.000 99.24
1.618 98.53
2.618 97.38
4.250 95.50
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 101.30 101.34
PP 101.13 101.22
S1 100.97 101.09

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

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