NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 90.79 91.00 0.21 0.2% 91.71
High 91.32 92.21 0.89 1.0% 93.34
Low 90.20 90.25 0.05 0.1% 89.28
Close 90.86 90.76 -0.10 -0.1% 90.86
Range 1.12 1.96 0.84 75.0% 4.06
ATR 2.06 2.05 -0.01 -0.4% 0.00
Volume 137,825 250,357 112,532 81.6% 1,029,353
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 96.95 95.82 91.84
R3 94.99 93.86 91.30
R2 93.03 93.03 91.12
R1 91.90 91.90 90.94 91.49
PP 91.07 91.07 91.07 90.87
S1 89.94 89.94 90.58 89.53
S2 89.11 89.11 90.40
S3 87.15 87.98 90.22
S4 85.19 86.02 89.68
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 103.34 101.16 93.09
R3 99.28 97.10 91.98
R2 95.22 95.22 91.60
R1 93.04 93.04 91.23 92.10
PP 91.16 91.16 91.16 90.69
S1 88.98 88.98 90.49 88.04
S2 87.10 87.10 90.12
S3 83.04 84.92 89.74
S4 78.98 80.86 88.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.30 89.28 4.02 4.4% 1.87 2.1% 37% False False 216,684
10 95.83 89.28 6.55 7.2% 2.01 2.2% 23% False False 176,787
20 106.77 89.28 17.49 19.3% 2.22 2.4% 8% False False 132,699
40 106.77 89.28 17.49 19.3% 2.03 2.2% 8% False False 89,857
60 109.51 89.28 20.23 22.3% 2.00 2.2% 7% False False 70,452
80 111.49 89.28 22.21 24.5% 1.97 2.2% 7% False False 60,277
100 111.49 89.28 22.21 24.5% 1.98 2.2% 7% False False 50,584
120 111.49 89.28 22.21 24.5% 1.96 2.2% 7% False False 43,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.54
2.618 97.34
1.618 95.38
1.000 94.17
0.618 93.42
HIGH 92.21
0.618 91.46
0.500 91.23
0.382 91.00
LOW 90.25
0.618 89.04
1.000 88.29
1.618 87.08
2.618 85.12
4.250 81.92
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 91.23 91.01
PP 91.07 90.93
S1 90.92 90.84

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

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