NYMEX Light Sweet Crude Oil Future September 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 91.55 91.59 0.04 0.0% 92.12
High 91.85 92.78 0.93 1.0% 93.88
Low 90.85 90.89 0.04 0.0% 89.90
Close 91.44 91.42 -0.02 0.0% 91.44
Range 1.00 1.89 0.89 89.0% 3.98
ATR 1.96 1.95 0.00 -0.2% 0.00
Volume 24,915 16,877 -8,038 -32.3% 116,770
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 97.37 96.28 92.46
R3 95.48 94.39 91.94
R2 93.59 93.59 91.77
R1 92.50 92.50 91.59 92.10
PP 91.70 91.70 91.70 91.50
S1 90.61 90.61 91.25 90.21
S2 89.81 89.81 91.07
S3 87.92 88.72 90.90
S4 86.03 86.83 90.38
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 103.68 101.54 93.63
R3 99.70 97.56 92.53
R2 95.72 95.72 92.17
R1 93.58 93.58 91.80 92.66
PP 91.74 91.74 91.74 91.28
S1 89.60 89.60 91.08 88.68
S2 87.76 87.76 90.71
S3 83.78 85.62 90.35
S4 79.80 81.64 89.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.80 89.90 3.90 4.3% 1.78 1.9% 39% False False 20,783
10 96.35 89.90 6.45 7.1% 1.94 2.1% 24% False False 25,170
20 107.12 89.90 17.22 18.8% 2.12 2.3% 9% False False 29,550
40 107.16 89.90 17.26 18.9% 1.91 2.1% 9% False False 27,355
60 109.84 89.90 19.94 21.8% 1.84 2.0% 8% False False 24,259
80 110.87 89.90 20.97 22.9% 1.77 1.9% 7% False False 22,777
100 110.87 89.90 20.97 22.9% 1.73 1.9% 7% False False 20,017
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 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.81
2.618 97.73
1.618 95.84
1.000 94.67
0.618 93.95
HIGH 92.78
0.618 92.06
0.500 91.84
0.382 91.61
LOW 90.89
0.618 89.72
1.000 89.00
1.618 87.83
2.618 85.94
4.250 82.86
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 91.84 91.61
PP 91.70 91.55
S1 91.56 91.48

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

View Archives - Comment on this page... - Back to Index of Symbols