NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 97.67 96.78 -0.89 -0.9% 97.75
High 98.26 96.84 -1.42 -1.4% 99.31
Low 97.01 95.19 -1.82 -1.9% 96.73
Close 97.45 96.11 -1.34 -1.4% 97.45
Range 1.25 1.65 0.40 32.0% 2.58
ATR 1.71 1.75 0.04 2.3% 0.00
Volume 8,574 9,385 811 9.5% 60,863
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 101.00 100.20 97.02
R3 99.35 98.55 96.56
R2 97.70 97.70 96.41
R1 96.90 96.90 96.26 96.48
PP 96.05 96.05 96.05 95.83
S1 95.25 95.25 95.96 94.83
S2 94.40 94.40 95.81
S3 92.75 93.60 95.66
S4 91.10 91.95 95.20
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 105.57 104.09 98.87
R3 102.99 101.51 98.16
R2 100.41 100.41 97.92
R1 98.93 98.93 97.69 98.38
PP 97.83 97.83 97.83 97.56
S1 96.35 96.35 97.21 95.80
S2 95.25 95.25 96.98
S3 92.67 93.77 96.74
S4 90.09 91.19 96.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.98 95.19 3.79 3.9% 1.54 1.6% 24% False True 10,435
10 107.15 95.19 11.96 12.4% 1.89 2.0% 8% False True 11,036
20 107.15 95.19 11.96 12.4% 1.51 1.6% 8% False True 9,603
40 109.80 95.19 14.61 15.2% 1.54 1.6% 6% False True 8,117
60 110.08 95.19 14.89 15.5% 1.43 1.5% 6% False True 8,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.85
2.618 101.16
1.618 99.51
1.000 98.49
0.618 97.86
HIGH 96.84
0.618 96.21
0.500 96.02
0.382 95.82
LOW 95.19
0.618 94.17
1.000 93.54
1.618 92.52
2.618 90.87
4.250 88.18
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 96.08 97.02
PP 96.05 96.72
S1 96.02 96.41

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

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