NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 84.33 86.33 2.00 2.4% 83.90
High 85.21 87.23 2.02 2.4% 87.62
Low 82.63 81.73 -0.90 -1.1% 81.90
Close 84.69 83.29 -1.40 -1.7% 84.69
Range 2.58 5.50 2.92 113.2% 5.72
ATR 2.36 2.59 0.22 9.5% 0.00
Volume 47,829 58,336 10,507 22.0% 213,139
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 100.58 97.44 86.32
R3 95.08 91.94 84.80
R2 89.58 89.58 84.30
R1 86.44 86.44 83.79 85.26
PP 84.08 84.08 84.08 83.50
S1 80.94 80.94 82.79 79.76
S2 78.58 78.58 82.28
S3 73.08 75.44 81.78
S4 67.58 69.94 80.27
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.90 99.01 87.84
R3 96.18 93.29 86.26
R2 90.46 90.46 85.74
R1 87.57 87.57 85.21 89.02
PP 84.74 84.74 84.74 85.46
S1 81.85 81.85 84.17 83.30
S2 79.02 79.02 83.64
S3 73.30 76.13 83.12
S4 67.58 70.41 81.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.62 81.73 5.89 7.1% 3.05 3.7% 26% False True 44,911
10 92.78 81.73 11.05 13.3% 3.04 3.7% 14% False True 39,327
20 96.70 81.73 14.97 18.0% 2.49 3.0% 10% False True 32,766
40 107.12 81.73 25.39 30.5% 2.18 2.6% 6% False True 30,879
60 109.84 81.73 28.11 33.7% 2.07 2.5% 6% False True 27,612
80 110.87 81.73 29.14 35.0% 1.98 2.4% 5% False True 25,819
100 110.87 81.73 29.14 35.0% 1.87 2.2% 5% False True 23,064
120 110.87 81.73 29.14 35.0% 1.78 2.1% 5% False True 20,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 127 trading days
Fibonacci Retracements and Extensions
4.250 110.61
2.618 101.63
1.618 96.13
1.000 92.73
0.618 90.63
HIGH 87.23
0.618 85.13
0.500 84.48
0.382 83.83
LOW 81.73
0.618 78.33
1.000 76.23
1.618 72.83
2.618 67.33
4.250 58.36
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 84.48 84.68
PP 84.08 84.21
S1 83.69 83.75

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

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