NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 92.29 91.14 -1.15 -1.2% 96.54
High 92.29 92.08 -0.21 -0.2% 96.70
Low 89.90 90.44 0.54 0.6% 91.80
Close 90.50 91.22 0.72 0.8% 92.34
Range 2.39 1.64 -0.75 -31.4% 4.90
ATR 2.06 2.03 -0.03 -1.5% 0.00
Volume 24,537 25,482 945 3.9% 145,280
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 96.17 95.33 92.12
R3 94.53 93.69 91.67
R2 92.89 92.89 91.52
R1 92.05 92.05 91.37 92.47
PP 91.25 91.25 91.25 91.46
S1 90.41 90.41 91.07 90.83
S2 89.61 89.61 90.92
S3 87.97 88.77 90.77
S4 86.33 87.13 90.32
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 108.31 105.23 95.04
R3 103.41 100.33 93.69
R2 98.51 98.51 93.24
R1 95.43 95.43 92.79 94.52
PP 93.61 93.61 93.61 93.16
S1 90.53 90.53 91.89 89.62
S2 88.71 88.71 91.44
S3 83.81 85.63 90.99
S4 78.91 80.73 89.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.88 89.90 3.98 4.4% 2.00 2.2% 33% False False 24,398
10 98.02 89.90 8.12 8.9% 2.00 2.2% 16% False False 26,475
20 107.12 89.90 17.22 18.9% 2.09 2.3% 8% False False 29,003
40 107.16 89.90 17.26 18.9% 1.94 2.1% 8% False False 27,304
60 110.87 89.90 20.97 23.0% 1.89 2.1% 6% False False 24,098
80 110.87 89.90 20.97 23.0% 1.78 1.9% 6% False False 22,551
100 110.87 89.90 20.97 23.0% 1.74 1.9% 6% False False 19,767
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.45
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 99.05
2.618 96.37
1.618 94.73
1.000 93.72
0.618 93.09
HIGH 92.08
0.618 91.45
0.500 91.26
0.382 91.07
LOW 90.44
0.618 89.43
1.000 88.80
1.618 87.79
2.618 86.15
4.250 83.47
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 91.26 91.85
PP 91.25 91.64
S1 91.23 91.43

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

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