NYMEX Light Sweet Crude Oil Future August 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 91.09 91.23 0.14 0.2% 91.79
High 91.59 92.52 0.93 1.0% 93.62
Low 90.49 90.56 0.07 0.1% 89.59
Close 91.15 91.09 -0.06 -0.1% 91.15
Range 1.10 1.96 0.86 78.2% 4.03
ATR 2.01 2.00 0.00 -0.2% 0.00
Volume 41,641 27,363 -14,278 -34.3% 203,121
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 97.27 96.14 92.17
R3 95.31 94.18 91.63
R2 93.35 93.35 91.45
R1 92.22 92.22 91.27 91.81
PP 91.39 91.39 91.39 91.18
S1 90.26 90.26 90.91 89.85
S2 89.43 89.43 90.73
S3 87.47 88.30 90.55
S4 85.51 86.34 90.01
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 103.54 101.38 93.37
R3 99.51 97.35 92.26
R2 95.48 95.48 91.89
R1 93.32 93.32 91.52 92.39
PP 91.45 91.45 91.45 90.99
S1 89.29 89.29 90.78 88.36
S2 87.42 87.42 90.41
S3 83.39 85.26 90.04
S4 79.36 81.23 88.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.57 89.59 3.98 4.4% 1.84 2.0% 38% False False 36,393
10 96.08 89.59 6.49 7.1% 1.98 2.2% 23% False False 40,481
20 106.99 89.59 17.40 19.1% 2.16 2.4% 9% False False 40,858
40 106.99 89.59 17.40 19.1% 1.96 2.2% 9% False False 33,578
60 109.69 89.59 20.10 22.1% 1.91 2.1% 7% False False 28,555
80 111.38 89.59 21.79 23.9% 1.85 2.0% 7% False False 25,562
100 111.38 89.59 21.79 23.9% 1.79 2.0% 7% False False 21,970
120 111.38 89.59 21.79 23.9% 1.75 1.9% 7% False False 18,959
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 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.85
2.618 97.65
1.618 95.69
1.000 94.48
0.618 93.73
HIGH 92.52
0.618 91.77
0.500 91.54
0.382 91.31
LOW 90.56
0.618 89.35
1.000 88.60
1.618 87.39
2.618 85.43
4.250 82.23
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 91.54 91.33
PP 91.39 91.25
S1 91.24 91.17

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

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