NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 97.85 99.07 1.22 1.2% 100.90
High 99.30 99.18 -0.12 -0.1% 102.21
Low 97.45 97.93 0.48 0.5% 96.67
Close 99.17 98.68 -0.49 -0.5% 99.17
Range 1.85 1.25 -0.60 -32.4% 5.54
ATR 2.22 2.15 -0.07 -3.1% 0.00
Volume 74,101 74,669 568 0.8% 262,753
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 102.35 101.76 99.37
R3 101.10 100.51 99.02
R2 99.85 99.85 98.91
R1 99.26 99.26 98.79 98.93
PP 98.60 98.60 98.60 98.43
S1 98.01 98.01 98.57 97.68
S2 97.35 97.35 98.45
S3 96.10 96.76 98.34
S4 94.85 95.51 97.99
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.97 113.11 102.22
R3 110.43 107.57 100.69
R2 104.89 104.89 100.19
R1 102.03 102.03 99.68 100.69
PP 99.35 99.35 99.35 98.68
S1 96.49 96.49 98.66 95.15
S2 93.81 93.81 98.15
S3 88.27 90.95 97.65
S4 82.73 85.41 96.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.21 96.67 5.54 5.6% 2.19 2.2% 36% False False 61,084
10 102.28 96.67 5.61 5.7% 2.00 2.0% 36% False False 51,644
20 104.10 96.67 7.43 7.5% 2.18 2.2% 27% False False 49,897
40 104.32 93.40 10.92 11.1% 2.23 2.3% 48% False False 39,144
60 104.32 93.40 10.92 11.1% 2.28 2.3% 48% False False 37,562
80 104.32 84.37 19.95 20.2% 2.34 2.4% 72% False False 35,540
100 104.32 76.65 27.67 28.0% 2.46 2.5% 80% False False 32,467
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 104.49
2.618 102.45
1.618 101.20
1.000 100.43
0.618 99.95
HIGH 99.18
0.618 98.70
0.500 98.56
0.382 98.41
LOW 97.93
0.618 97.16
1.000 96.68
1.618 95.91
2.618 94.66
4.250 92.62
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 98.64 98.45
PP 98.60 98.22
S1 98.56 97.99

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

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