NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 86.89 82.82 -4.07 -4.7% 84.83
High 88.20 85.20 -3.00 -3.4% 88.47
Low 82.77 82.76 -0.01 0.0% 82.71
Close 84.31 84.89 0.58 0.7% 85.77
Range 5.43 2.44 -2.99 -55.1% 5.76
ATR 2.54 2.53 -0.01 -0.3% 0.00
Volume 56,690 46,675 -10,015 -17.7% 292,529
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 91.60 90.69 86.23
R3 89.16 88.25 85.56
R2 86.72 86.72 85.34
R1 85.81 85.81 85.11 86.27
PP 84.28 84.28 84.28 84.51
S1 83.37 83.37 84.67 83.83
S2 81.84 81.84 84.44
S3 79.40 80.93 84.22
S4 76.96 78.49 83.55
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 82.76 5.71 6.7% 3.22 3.8% 37% False True 55,024
10 92.02 82.71 9.31 11.0% 3.05 3.6% 23% False False 54,608
20 96.92 82.71 14.21 16.7% 2.47 2.9% 15% False False 47,116
40 107.29 82.71 24.58 29.0% 2.14 2.5% 9% False False 47,713
60 110.02 82.71 27.31 32.2% 2.05 2.4% 8% False False 44,890
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.57
2.618 91.59
1.618 89.15
1.000 87.64
0.618 86.71
HIGH 85.20
0.618 84.27
0.500 83.98
0.382 83.69
LOW 82.76
0.618 81.25
1.000 80.32
1.618 78.81
2.618 76.37
4.250 72.39
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 84.59 85.48
PP 84.28 85.28
S1 83.98 85.09

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

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