NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 104.93 104.89 -0.04 0.0% 103.82
High 105.16 106.43 1.27 1.2% 105.00
Low 103.88 104.39 0.51 0.5% 101.82
Close 104.87 106.16 1.29 1.2% 104.93
Range 1.28 2.04 0.76 59.4% 3.18
ATR 1.84 1.85 0.01 0.8% 0.00
Volume 191,215 230,219 39,004 20.4% 983,763
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 111.78 111.01 107.28
R3 109.74 108.97 106.72
R2 107.70 107.70 106.53
R1 106.93 106.93 106.35 107.32
PP 105.66 105.66 105.66 105.85
S1 104.89 104.89 105.97 105.28
S2 103.62 103.62 105.79
S3 101.58 102.85 105.60
S4 99.54 100.81 105.04
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.46 112.37 106.68
R3 110.28 109.19 105.80
R2 107.10 107.10 105.51
R1 106.01 106.01 105.22 106.56
PP 103.92 103.92 103.92 104.19
S1 102.83 102.83 104.64 103.38
S2 100.74 100.74 104.35
S3 97.56 99.65 104.06
S4 94.38 96.47 103.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.43 103.11 3.32 3.1% 1.42 1.3% 92% True False 204,792
10 106.43 101.82 4.61 4.3% 1.62 1.5% 94% True False 202,350
20 106.43 101.22 5.21 4.9% 1.80 1.7% 95% True False 154,789
40 109.13 101.22 7.91 7.5% 1.95 1.8% 62% False False 113,661
60 111.30 97.70 13.60 12.8% 2.00 1.9% 62% False False 103,874
80 111.30 96.67 14.63 13.8% 2.05 1.9% 65% False False 89,894
100 111.30 93.40 17.90 16.9% 2.10 2.0% 71% False False 77,477
120 111.30 93.40 17.90 16.9% 2.14 2.0% 71% False False 70,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115.10
2.618 111.77
1.618 109.73
1.000 108.47
0.618 107.69
HIGH 106.43
0.618 105.65
0.500 105.41
0.382 105.17
LOW 104.39
0.618 103.13
1.000 102.35
1.618 101.09
2.618 99.05
4.250 95.72
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 105.91 105.80
PP 105.66 105.44
S1 105.41 105.09

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

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