NYMEX Light Sweet Crude Oil Future August 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 87.78 86.85 -0.93 -1.1% 91.23
High 88.59 86.90 -1.69 -1.9% 92.52
Low 86.19 82.63 -3.56 -4.1% 82.63
Close 86.85 83.56 -3.29 -3.8% 83.56
Range 2.40 4.27 1.87 77.9% 9.89
ATR 2.14 2.29 0.15 7.1% 0.00
Volume 55,236 63,774 8,538 15.5% 185,850
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 97.17 94.64 85.91
R3 92.90 90.37 84.73
R2 88.63 88.63 84.34
R1 86.10 86.10 83.95 85.23
PP 84.36 84.36 84.36 83.93
S1 81.83 81.83 83.17 80.96
S2 80.09 80.09 82.78
S3 75.82 77.56 82.39
S4 71.55 73.29 81.21
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 115.91 109.62 89.00
R3 106.02 99.73 86.28
R2 96.13 96.13 85.37
R1 89.84 89.84 84.47 88.04
PP 86.24 86.24 86.24 85.34
S1 79.95 79.95 82.65 78.15
S2 76.35 76.35 81.75
S3 66.46 70.06 80.84
S4 56.57 60.17 78.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.52 82.63 9.89 11.8% 2.67 3.2% 9% False True 45,498
10 93.62 82.63 10.99 13.2% 2.36 2.8% 8% False True 43,294
20 103.33 82.63 20.70 24.8% 2.38 2.8% 4% False True 43,006
40 106.99 82.63 24.36 29.2% 2.02 2.4% 4% False True 35,873
60 109.69 82.63 27.06 32.4% 1.98 2.4% 3% False True 30,439
80 111.38 82.63 28.75 34.4% 1.92 2.3% 3% False True 27,021
100 111.38 82.63 28.75 34.4% 1.84 2.2% 3% False True 23,305
120 111.38 82.63 28.75 34.4% 1.80 2.2% 3% False True 20,184
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 0.34
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 105.05
2.618 98.08
1.618 93.81
1.000 91.17
0.618 89.54
HIGH 86.90
0.618 85.27
0.500 84.77
0.382 84.26
LOW 82.63
0.618 79.99
1.000 78.36
1.618 75.72
2.618 71.45
4.250 64.48
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 84.77 86.91
PP 84.36 85.79
S1 83.96 84.68

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

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