NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 103.75 102.07 -1.68 -1.6% 100.70
High 104.32 103.51 -0.81 -0.8% 104.32
Low 102.18 101.75 -0.43 -0.4% 100.70
Close 102.52 102.46 -0.06 -0.1% 102.46
Range 2.14 1.76 -0.38 -17.8% 3.62
ATR 2.30 2.26 -0.04 -1.7% 0.00
Volume 50,575 35,769 -14,806 -29.3% 170,430
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.85 106.92 103.43
R3 106.09 105.16 102.94
R2 104.33 104.33 102.78
R1 103.40 103.40 102.62 103.87
PP 102.57 102.57 102.57 102.81
S1 101.64 101.64 102.30 102.11
S2 100.81 100.81 102.14
S3 99.05 99.88 101.98
S4 97.29 98.12 101.49
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 113.35 111.53 104.45
R3 109.73 107.91 103.46
R2 106.11 106.11 103.12
R1 104.29 104.29 102.79 105.20
PP 102.49 102.49 102.49 102.95
S1 100.67 100.67 102.13 101.58
S2 98.87 98.87 101.80
S3 95.25 97.05 101.46
S4 91.63 93.43 100.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.32 99.11 5.21 5.1% 2.00 2.0% 64% False False 38,036
10 104.32 98.83 5.49 5.4% 1.78 1.7% 66% False False 27,811
20 104.32 93.40 10.92 10.7% 2.29 2.2% 83% False False 28,392
40 104.32 93.40 10.92 10.7% 2.33 2.3% 83% False False 31,394
60 104.32 84.37 19.95 19.5% 2.40 2.3% 91% False False 30,754
80 104.32 76.65 27.67 27.0% 2.53 2.5% 93% False False 28,109
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.99
2.618 108.12
1.618 106.36
1.000 105.27
0.618 104.60
HIGH 103.51
0.618 102.84
0.500 102.63
0.382 102.42
LOW 101.75
0.618 100.66
1.000 99.99
1.618 98.90
2.618 97.14
4.250 94.27
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 102.63 103.04
PP 102.57 102.84
S1 102.52 102.65

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

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