NYMEX Light Sweet Crude Oil Future December 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	85.27	87.04	1.77	2.1%	92.18
High	87.54	88.47	0.93	1.1%	93.44
Low	85.27	85.15	-0.12	-0.1%	83.81
Close	86.53	86.42	-0.11	-0.1%	84.71
Range	2.27	3.32	1.05	46.3%	9.63
ATR	2.20	2.28	0.08	3.6%	0.00
Volume	51,051	61,886	10,835	21.2%	174,806

Daily Pivots for day following 07-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.64	94.85	88.25
R3	93.32	91.53	87.33
R2	90.00	90.00	87.03
R1	88.21	88.21	86.72	87.45
PP	86.68	86.68	86.68	86.30
S1	84.89	84.89	86.12	84.13
S2	83.36	83.36	85.81
S3	80.04	81.57	85.51
S4	76.72	78.25	84.59

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	88.47	82.71	5.76	6.7%	2.86	3.3%	64%	True	False	59,269
10	93.44	82.71	10.73	12.4%	2.45	2.8%	35%	False	False	48,712
20	99.00	82.71	16.29	18.8%	2.18	2.5%	23%	False	False	45,047
40	107.29	82.71	24.58	28.4%	1.98	2.3%	15%	False	False	46,938

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	0.57
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	102.58
2.618	97.16
1.618	93.84
1.000	91.79
0.618	90.52
HIGH	88.47
0.618	87.20
0.500	86.81
0.382	86.42
LOW	85.15
0.618	83.10
1.000	81.83
1.618	79.78
2.618	76.46
4.250	71.04

Fisher Pivots for day following 07-Jun-2012
Pivot	1 day	3 day
R1	86.81	86.56
PP	86.68	86.51
S1	86.55	86.47

Download as Excel Spreadsheet

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

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