NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 93.56 91.99 -1.57 -1.7% 96.21
High 93.57 92.00 -1.57 -1.7% 96.41
Low 91.51 89.59 -1.92 -2.1% 91.54
Close 92.15 90.20 -1.95 -2.1% 92.08
Range 2.06 2.41 0.35 17.0% 4.87
ATR 2.07 2.11 0.03 1.7% 0.00
Volume 30,442 34,471 4,029 13.2% 209,917
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 97.83 96.42 91.53
R3 95.42 94.01 90.86
R2 93.01 93.01 90.64
R1 91.60 91.60 90.42 91.10
PP 90.60 90.60 90.60 90.35
S1 89.19 89.19 89.98 88.69
S2 88.19 88.19 89.76
S3 85.78 86.78 89.54
S4 83.37 84.37 88.87
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 107.95 104.89 94.76
R3 103.08 100.02 93.42
R2 98.21 98.21 92.97
R1 95.15 95.15 92.53 94.25
PP 93.34 93.34 93.34 92.89
S1 90.28 90.28 91.63 89.38
S2 88.47 88.47 91.19
S3 83.60 85.41 90.74
S4 78.73 80.54 89.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.50 89.59 4.91 5.4% 2.08 2.3% 12% False True 42,060
10 98.28 89.59 8.69 9.6% 2.02 2.2% 7% False True 40,735
20 106.99 89.59 17.40 19.3% 2.10 2.3% 4% False True 38,884
40 108.24 89.59 18.65 20.7% 2.01 2.2% 3% False True 31,568
60 111.38 89.59 21.79 24.2% 1.96 2.2% 3% False True 27,300
80 111.38 89.59 21.79 24.2% 1.87 2.1% 3% False True 24,475
100 111.38 89.59 21.79 24.2% 1.79 2.0% 3% False True 20,997
120 111.38 89.59 21.79 24.2% 1.75 1.9% 3% False True 18,112
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 0.42
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 102.24
2.618 98.31
1.618 95.90
1.000 94.41
0.618 93.49
HIGH 92.00
0.618 91.08
0.500 90.80
0.382 90.51
LOW 89.59
0.618 88.10
1.000 87.18
1.618 85.69
2.618 83.28
4.250 79.35
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 90.80 91.61
PP 90.60 91.14
S1 90.40 90.67

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

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