NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 105.98 105.39 -0.59 -0.6% 103.82
High 106.05 105.42 -0.63 -0.6% 105.00
Low 104.91 102.36 -2.55 -2.4% 101.82
Close 105.22 102.54 -2.68 -2.5% 104.93
Range 1.14 3.06 1.92 168.4% 3.18
ATR 1.81 1.90 0.09 4.9% 0.00
Volume 244,083 301,362 57,279 23.5% 983,763
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 112.62 110.64 104.22
R3 109.56 107.58 103.38
R2 106.50 106.50 103.10
R1 104.52 104.52 102.82 103.98
PP 103.44 103.44 103.44 103.17
S1 101.46 101.46 102.26 100.92
S2 100.38 100.38 101.98
S3 97.32 98.40 101.70
S4 94.26 95.34 100.86
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
5 106.43 102.36 4.07 4.0% 1.76 1.7% 4% False True 225,437
10 106.43 101.82 4.61 4.5% 1.65 1.6% 16% False False 216,436
20 106.43 101.22 5.21 5.1% 1.78 1.7% 25% False False 175,008
40 109.13 101.22 7.91 7.7% 1.94 1.9% 17% False False 123,946
60 111.30 99.03 12.27 12.0% 2.00 2.0% 29% False False 110,476
80 111.30 96.67 14.63 14.3% 2.06 2.0% 40% False False 95,743
100 111.30 93.40 17.90 17.5% 2.09 2.0% 51% False False 82,322
120 111.30 93.40 17.90 17.5% 2.14 2.1% 51% False False 74,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 118.43
2.618 113.43
1.618 110.37
1.000 108.48
0.618 107.31
HIGH 105.42
0.618 104.25
0.500 103.89
0.382 103.53
LOW 102.36
0.618 100.47
1.000 99.30
1.618 97.41
2.618 94.35
4.250 89.36
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 103.89 104.40
PP 103.44 103.78
S1 102.99 103.16

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

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