NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 91.54 90.53 -1.01 -1.1% 96.22
High 91.72 91.52 -0.20 -0.2% 96.22
Low 89.28 89.81 0.53 0.6% 91.25
Close 89.90 90.66 0.76 0.8% 91.80
Range 2.44 1.71 -0.73 -29.9% 4.97
ATR 2.17 2.13 -0.03 -1.5% 0.00
Volume 263,381 216,372 -47,009 -17.8% 588,685
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 95.79 94.94 91.60
R3 94.08 93.23 91.13
R2 92.37 92.37 90.97
R1 91.52 91.52 90.82 91.95
PP 90.66 90.66 90.66 90.88
S1 89.81 89.81 90.50 90.24
S2 88.95 88.95 90.35
S3 87.24 88.10 90.19
S4 85.53 86.39 89.72
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 108.00 104.87 94.53
R3 103.03 99.90 93.17
R2 98.06 98.06 92.71
R1 94.93 94.93 92.26 94.01
PP 93.09 93.09 93.09 92.63
S1 89.96 89.96 91.34 89.04
S2 88.12 88.12 90.89
S3 83.15 84.99 90.43
S4 78.18 80.02 89.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.34 89.28 4.06 4.5% 2.09 2.3% 34% False False 211,143
10 97.54 89.28 8.26 9.1% 2.08 2.3% 17% False False 158,150
20 106.77 89.28 17.49 19.3% 2.19 2.4% 8% False False 117,649
40 106.77 89.28 17.49 19.3% 2.07 2.3% 8% False False 82,091
60 111.49 89.28 22.21 24.5% 2.06 2.3% 6% False False 64,811
80 111.49 89.28 22.21 24.5% 1.99 2.2% 6% False False 55,911
100 111.49 89.28 22.21 24.5% 1.99 2.2% 6% False False 46,932
120 111.49 89.28 22.21 24.5% 1.95 2.2% 6% False False 39,957
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 98.79
2.618 96.00
1.618 94.29
1.000 93.23
0.618 92.58
HIGH 91.52
0.618 90.87
0.500 90.67
0.382 90.46
LOW 89.81
0.618 88.75
1.000 88.10
1.618 87.04
2.618 85.33
4.250 82.54
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 90.67 91.29
PP 90.66 91.08
S1 90.66 90.87

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

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