NYMEX Light Sweet Crude Oil Future December 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	84.93	86.89	1.96	2.3%	84.83
High	86.31	88.20	1.89	2.2%	88.47
Low	83.66	82.77	-0.89	-1.1%	82.71
Close	85.77	84.31	-1.46	-1.7%	85.77
Range	2.65	5.43	2.78	104.9%	5.76
ATR	2.32	2.54	0.22	9.6%	0.00
Volume	58,822	56,690	-2,132	-3.6%	292,529

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.38	98.28	87.30
R3	95.95	92.85	85.80
R2	90.52	90.52	85.31
R1	87.42	87.42	84.81	86.26
PP	85.09	85.09	85.09	84.51
S1	81.99	81.99	83.81	80.83
S2	79.66	79.66	83.31
S3	74.23	76.56	82.82
S4	68.80	71.13	81.32

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.93	100.11	88.94
R3	97.17	94.35	87.35
R2	91.41	91.41	86.83
R1	88.59	88.59	86.30	90.00
PP	85.65	85.65	85.65	86.36
S1	82.83	82.83	85.24	84.24
S2	79.89	79.89	84.71
S3	74.13	77.07	84.19
S4	68.37	71.31	82.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.47	82.77	5.70	6.8%	3.05	3.6%	27%	False	True	56,971
10	93.44	82.71	10.73	12.7%	3.00	3.6%	15%	False	False	52,402
20	97.33	82.71	14.62	17.3%	2.45	2.9%	11%	False	False	46,571
40	107.29	82.71	24.58	29.2%	2.12	2.5%	7%	False	False	47,220
60	110.02	82.71	27.31	32.4%	2.04	2.4%	6%	False	False	44,878

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	0.71
Widest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	111.28
2.618	102.42
1.618	96.99
1.000	93.63
0.618	91.56
HIGH	88.20
0.618	86.13
0.500	85.49
0.382	84.84
LOW	82.77
0.618	79.41
1.000	77.34
1.618	73.98
2.618	68.55
4.250	59.69

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	85.49	85.62
PP	85.09	85.18
S1	84.70	84.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols