NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 87.55 86.44 -1.11 -1.3% 91.00
High 88.28 86.59 -1.69 -1.9% 92.21
Low 85.86 82.29 -3.57 -4.2% 82.29
Close 86.53 83.23 -3.30 -3.8% 83.23
Range 2.42 4.30 1.88 77.7% 9.92
ATR 2.19 2.34 0.15 6.9% 0.00
Volume 325,326 384,000 58,674 18.0% 1,241,153
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 96.94 94.38 85.60
R3 92.64 90.08 84.41
R2 88.34 88.34 84.02
R1 85.78 85.78 83.62 84.91
PP 84.04 84.04 84.04 83.60
S1 81.48 81.48 82.84 80.61
S2 79.74 79.74 82.44
S3 75.44 77.18 82.05
S4 71.14 72.88 80.87
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 115.67 109.37 88.69
R3 105.75 99.45 85.96
R2 95.83 95.83 85.05
R1 89.53 89.53 84.14 87.72
PP 85.91 85.91 85.91 85.01
S1 79.61 79.61 82.32 77.80
S2 75.99 75.99 81.41
S3 66.07 69.69 80.50
S4 56.15 59.77 77.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.21 82.29 9.92 11.9% 2.69 3.2% 9% False True 275,795
10 93.34 82.29 11.05 13.3% 2.39 2.9% 9% False True 243,469
20 103.08 82.29 20.79 25.0% 2.43 2.9% 5% False True 171,785
40 106.77 82.29 24.48 29.4% 2.10 2.5% 4% False True 111,896
60 109.51 82.29 27.22 32.7% 2.07 2.5% 3% False True 85,669
80 111.49 82.29 29.20 35.1% 2.03 2.4% 3% False True 71,711
100 111.49 82.29 29.20 35.1% 2.03 2.4% 3% False True 60,147
120 111.49 82.29 29.20 35.1% 2.01 2.4% 3% False True 51,209
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 0.41
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 104.87
2.618 97.85
1.618 93.55
1.000 90.89
0.618 89.25
HIGH 86.59
0.618 84.95
0.500 84.44
0.382 83.93
LOW 82.29
0.618 79.63
1.000 77.99
1.618 75.33
2.618 71.03
4.250 64.02
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 84.44 86.61
PP 84.04 85.48
S1 83.63 84.36

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

View Archives - Comment on this page... - Back to Index of Symbols