NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 84.46 85.82 1.36 1.6% 91.23
High 86.53 87.32 0.79 0.9% 92.52
Low 84.36 83.77 -0.59 -0.7% 82.63
Close 85.33 85.13 -0.20 -0.2% 83.56
Range 2.17 3.55 1.38 63.6% 9.89
ATR 2.29 2.38 0.09 3.9% 0.00
Volume 52,699 79,167 26,468 50.2% 185,850
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 96.06 94.14 87.08
R3 92.51 90.59 86.11
R2 88.96 88.96 85.78
R1 87.04 87.04 85.46 86.23
PP 85.41 85.41 85.41 85.00
S1 83.49 83.49 84.80 82.68
S2 81.86 81.86 84.48
S3 78.31 79.94 84.15
S4 74.76 76.39 83.18
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 115.91 109.62 89.00
R3 106.02 99.73 86.28
R2 96.13 96.13 85.37
R1 89.84 89.84 84.47 88.04
PP 86.24 86.24 86.24 85.34
S1 79.95 79.95 82.65 78.15
S2 76.35 76.35 81.75
S3 66.46 70.06 80.84
S4 56.57 60.17 78.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.32 81.53 5.79 6.8% 2.94 3.5% 62% True False 67,757
10 92.52 81.53 10.99 12.9% 2.55 3.0% 33% False False 55,055
20 98.28 81.53 16.75 19.7% 2.28 2.7% 21% False False 47,895
40 106.99 81.53 25.46 29.9% 2.09 2.5% 14% False False 40,245
60 109.69 81.53 28.16 33.1% 2.06 2.4% 13% False False 33,389
80 111.38 81.53 29.85 35.1% 1.98 2.3% 12% False False 29,615
100 111.38 81.53 29.85 35.1% 1.88 2.2% 12% False False 25,780
120 111.38 81.53 29.85 35.1% 1.81 2.1% 12% False False 22,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.41
2.618 96.61
1.618 93.06
1.000 90.87
0.618 89.51
HIGH 87.32
0.618 85.96
0.500 85.55
0.382 85.13
LOW 83.77
0.618 81.58
1.000 80.22
1.618 78.03
2.618 74.48
4.250 68.68
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 85.55 85.47
PP 85.41 85.35
S1 85.27 85.24

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

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