NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	85.43	85.27	-0.16	-0.2%	92.18
High	86.22	87.54	1.32	1.5%	93.44
Low	84.65	85.27	0.62	0.7%	83.81
Close	85.53	86.53	1.00	1.2%	84.71
Range	1.57	2.27	0.70	44.6%	9.63
ATR	2.20	2.20	0.01	0.2%	0.00
Volume	56,409	51,051	-5,358	-9.5%	174,806

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.26	92.16	87.78
R3	90.99	89.89	87.15
R2	88.72	88.72	86.95
R1	87.62	87.62	86.74	88.17
PP	86.45	86.45	86.45	86.72
S1	85.35	85.35	86.32	85.90
S2	84.18	84.18	86.11
S3	81.91	83.08	85.91
S4	79.64	80.81	85.28

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	89.60	82.71	6.89	8.0%	2.64	3.1%	55%	False	False	56,494
10	93.44	82.71	10.73	12.4%	2.34	2.7%	36%	False	False	46,996
20	99.00	82.71	16.29	18.8%	2.12	2.4%	23%	False	False	44,656
40	107.29	82.71	24.58	28.4%	1.94	2.2%	16%	False	False	46,485

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.19
2.618	93.48
1.618	91.21
1.000	89.81
0.618	88.94
HIGH	87.54
0.618	86.67
0.500	86.41
0.382	86.14
LOW	85.27
0.618	83.87
1.000	83.00
1.618	81.60
2.618	79.33
4.250	75.62

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	86.49	86.06
PP	86.45	85.59
S1	86.41	85.13

Download as Excel Spreadsheet

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

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