NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 94.35 93.70 -0.65 -0.7% 99.06
High 95.10 94.78 -0.32 -0.3% 99.10
Low 92.80 92.98 0.18 0.2% 96.10
Close 93.78 93.44 -0.34 -0.4% 97.02
Range 2.30 1.80 -0.50 -21.7% 3.00
ATR 2.05 2.03 -0.02 -0.9% 0.00
Volume 33,275 32,572 -703 -2.1% 171,414
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 99.13 98.09 94.43
R3 97.33 96.29 93.94
R2 95.53 95.53 93.77
R1 94.49 94.49 93.61 94.11
PP 93.73 93.73 93.73 93.55
S1 92.69 92.69 93.28 92.31
S2 91.93 91.93 93.11
S3 90.13 90.89 92.95
S4 88.33 89.09 92.45
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 106.41 104.71 98.67
R3 103.41 101.71 97.85
R2 100.41 100.41 97.57
R1 98.71 98.71 97.30 98.06
PP 97.41 97.41 97.41 97.08
S1 95.71 95.71 96.75 95.06
S2 94.41 94.41 96.47
S3 91.41 92.71 96.20
S4 88.41 89.71 95.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.02 92.80 5.22 5.6% 1.99 2.1% 12% False False 28,552
10 103.47 92.80 10.67 11.4% 2.37 2.5% 6% False False 32,990
20 107.12 92.80 14.32 15.3% 1.94 2.1% 4% False False 28,324
40 109.41 92.80 16.61 17.8% 1.90 2.0% 4% False False 25,872
60 110.87 92.80 18.07 19.3% 1.89 2.0% 4% False False 24,150
80 110.87 92.80 18.07 19.3% 1.75 1.9% 4% False False 21,536
100 110.87 92.80 18.07 19.3% 1.67 1.8% 4% False False 18,662
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.43
2.618 99.49
1.618 97.69
1.000 96.58
0.618 95.89
HIGH 94.78
0.618 94.09
0.500 93.88
0.382 93.67
LOW 92.98
0.618 91.87
1.000 91.18
1.618 90.07
2.618 88.27
4.250 85.33
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 93.88 94.58
PP 93.73 94.20
S1 93.59 93.82

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

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