NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 91.00 90.86 -0.14 -0.2% 91.71
High 92.21 90.92 -1.29 -1.4% 93.34
Low 90.25 87.27 -2.98 -3.3% 89.28
Close 90.76 87.82 -2.94 -3.2% 90.86
Range 1.96 3.65 1.69 86.2% 4.06
ATR 2.05 2.17 0.11 5.5% 0.00
Volume 250,357 281,470 31,113 12.4% 1,029,353
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 99.62 97.37 89.83
R3 95.97 93.72 88.82
R2 92.32 92.32 88.49
R1 90.07 90.07 88.15 89.37
PP 88.67 88.67 88.67 88.32
S1 86.42 86.42 87.49 85.72
S2 85.02 85.02 87.15
S3 81.37 82.77 86.82
S4 77.72 79.12 85.81
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 92.21 87.27 4.94 5.6% 2.18 2.5% 11% False True 229,881
10 94.53 87.27 7.26 8.3% 2.13 2.4% 8% False True 196,946
20 106.36 87.27 19.09 21.7% 2.30 2.6% 3% False True 144,128
40 106.77 87.27 19.50 22.2% 2.04 2.3% 3% False True 96,064
60 109.51 87.27 22.24 25.3% 2.03 2.3% 2% False True 74,752
80 111.49 87.27 24.22 27.6% 2.00 2.3% 2% False True 63,474
100 111.49 87.27 24.22 27.6% 1.99 2.3% 2% False True 53,283
120 111.49 87.27 24.22 27.6% 1.98 2.3% 2% False True 45,380
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 0.46
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 106.43
2.618 100.48
1.618 96.83
1.000 94.57
0.618 93.18
HIGH 90.92
0.618 89.53
0.500 89.10
0.382 88.66
LOW 87.27
0.618 85.01
1.000 83.62
1.618 81.36
2.618 77.71
4.250 71.76
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 89.10 89.74
PP 88.67 89.10
S1 88.25 88.46

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

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