NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 86.44 82.96 -3.48 -4.0% 91.00
High 86.59 84.38 -2.21 -2.6% 92.21
Low 82.29 81.21 -1.08 -1.3% 82.29
Close 83.23 83.98 0.75 0.9% 83.23
Range 4.30 3.17 -1.13 -26.3% 9.92
ATR 2.34 2.40 0.06 2.5% 0.00
Volume 384,000 287,941 -96,059 -25.0% 1,241,153
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 92.70 91.51 85.72
R3 89.53 88.34 84.85
R2 86.36 86.36 84.56
R1 85.17 85.17 84.27 85.77
PP 83.19 83.19 83.19 83.49
S1 82.00 82.00 83.69 82.60
S2 80.02 80.02 83.40
S3 76.85 78.83 83.11
S4 73.68 75.66 82.24
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 115.67 109.37 88.69
R3 105.75 99.45 85.96
R2 95.83 95.83 85.05
R1 89.53 89.53 84.14 87.72
PP 85.91 85.91 85.91 85.01
S1 79.61 79.61 82.32 77.80
S2 75.99 75.99 81.41
S3 66.07 69.69 80.50
S4 56.15 59.77 77.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.21 81.21 11.00 13.1% 3.10 3.7% 25% False True 305,818
10 93.34 81.21 12.13 14.4% 2.51 3.0% 23% False True 255,844
20 98.60 81.21 17.39 20.7% 2.33 2.8% 16% False True 181,803
40 106.77 81.21 25.56 30.4% 2.13 2.5% 11% False True 117,649
60 109.51 81.21 28.30 33.7% 2.10 2.5% 10% False True 89,838
80 111.49 81.21 30.28 36.1% 2.05 2.4% 9% False True 74,730
100 111.49 81.21 30.28 36.1% 2.05 2.4% 9% False True 62,914
120 111.49 81.21 30.28 36.1% 2.02 2.4% 9% False True 53,565
Crabel Price Patterns
NR True
NR4 False
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.85
2.618 92.68
1.618 89.51
1.000 87.55
0.618 86.34
HIGH 84.38
0.618 83.17
0.500 82.80
0.382 82.42
LOW 81.21
0.618 79.25
1.000 78.04
1.618 76.08
2.618 72.91
4.250 67.74
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 83.59 84.75
PP 83.19 84.49
S1 82.80 84.24

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

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