NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 83.19 85.72 2.53 3.0% 92.20
High 85.38 85.76 0.38 0.4% 93.25
Low 82.57 84.70 2.13 2.6% 83.60
Close 85.09 85.31 0.22 0.3% 84.46
Range 2.81 1.06 -1.75 -62.3% 9.65
ATR 2.08 2.01 -0.07 -3.5% 0.00
Volume 11,164 11,235 71 0.6% 30,695
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 88.44 87.93 85.89
R3 87.38 86.87 85.60
R2 86.32 86.32 85.50
R1 85.81 85.81 85.41 85.54
PP 85.26 85.26 85.26 85.12
S1 84.75 84.75 85.21 84.48
S2 84.20 84.20 85.12
S3 83.14 83.69 85.02
S4 82.08 82.63 84.73
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 116.05 109.91 89.77
R3 106.40 100.26 87.11
R2 96.75 96.75 86.23
R1 90.61 90.61 85.34 88.86
PP 87.10 87.10 87.10 86.23
S1 80.96 80.96 83.58 79.21
S2 77.45 77.45 82.69
S3 67.80 71.31 81.81
S4 58.15 61.66 79.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.51 82.57 8.94 10.5% 2.63 3.1% 31% False False 9,792
10 94.19 82.57 11.62 13.6% 2.13 2.5% 24% False False 8,123
20 98.98 82.57 16.41 19.2% 1.89 2.2% 17% False False 8,843
40 107.15 82.57 24.58 28.8% 1.67 2.0% 11% False False 9,004
60 109.80 82.57 27.23 31.9% 1.64 1.9% 10% False False 8,140
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 90.27
2.618 88.54
1.618 87.48
1.000 86.82
0.618 86.42
HIGH 85.76
0.618 85.36
0.500 85.23
0.382 85.10
LOW 84.70
0.618 84.04
1.000 83.64
1.618 82.98
2.618 81.92
4.250 80.20
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 85.28 85.24
PP 85.26 85.18
S1 85.23 85.11

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

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