NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	88.88	87.93	-0.95	-1.1%	92.18
High	89.60	87.93	-1.67	-1.9%	93.44
Low	87.34	83.81	-3.53	-4.0%	83.81
Close	87.91	84.71	-3.20	-3.6%	84.71
Range	2.26	4.12	1.86	82.3%	9.63
ATR	2.04	2.19	0.15	7.3%	0.00
Volume	48,009	62,642	14,633	30.5%	174,806

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.84	95.40	86.98
R3	93.72	91.28	85.84
R2	89.60	89.60	85.47
R1	87.16	87.16	85.09	86.32
PP	85.48	85.48	85.48	85.07
S1	83.04	83.04	84.33	82.20
S2	81.36	81.36	83.95
S3	77.24	78.92	83.58
S4	73.12	74.80	82.44

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	116.21	110.09	90.01
R3	106.58	100.46	87.36
R2	96.95	96.95	86.48
R1	90.83	90.83	85.59	89.08
PP	87.32	87.32	87.32	86.44
S1	81.20	81.20	83.83	79.45
S2	77.69	77.69	82.94
S3	68.06	71.57	82.06
S4	58.43	61.94	79.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.44	83.81	9.63	11.4%	2.56	3.0%	9%	False	True	40,923
10	94.45	83.81	10.64	12.6%	2.24	2.6%	8%	False	True	41,786
20	103.94	83.81	20.13	23.8%	2.28	2.7%	4%	False	True	46,481
40	107.29	83.81	23.48	27.7%	1.91	2.3%	4%	False	True	45,021

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	105.44
2.618	98.72
1.618	94.60
1.000	92.05
0.618	90.48
HIGH	87.93
0.618	86.36
0.500	85.87
0.382	85.38
LOW	83.81
0.618	81.26
1.000	79.69
1.618	77.14
2.618	73.02
4.250	66.30

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	85.87	87.92
PP	85.48	86.85
S1	85.10	85.78

Download as Excel Spreadsheet

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

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