NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 95.63 94.77 -0.86 -0.9% 97.75
High 96.74 95.40 -1.34 -1.4% 99.31
Low 94.52 93.34 -1.18 -1.2% 96.73
Close 95.39 94.23 -1.16 -1.2% 97.45
Range 2.22 2.06 -0.16 -7.2% 2.58
ATR 1.78 1.80 0.02 1.1% 0.00
Volume 7,333 9,864 2,531 34.5% 60,863
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 100.50 99.43 95.36
R3 98.44 97.37 94.80
R2 96.38 96.38 94.61
R1 95.31 95.31 94.42 94.82
PP 94.32 94.32 94.32 94.08
S1 93.25 93.25 94.04 92.76
S2 92.26 92.26 93.85
S3 90.20 91.19 93.66
S4 88.14 89.13 93.10
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 98.85 93.34 5.51 5.8% 1.70 1.8% 16% False True 9,057
10 106.34 93.34 13.00 13.8% 2.07 2.2% 7% False True 10,863
20 107.15 93.34 13.81 14.7% 1.57 1.7% 6% False True 9,426
40 109.21 93.34 15.87 16.8% 1.59 1.7% 6% False True 8,301
60 110.08 93.34 16.74 17.8% 1.48 1.6% 5% False True 8,160
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.16
2.618 100.79
1.618 98.73
1.000 97.46
0.618 96.67
HIGH 95.40
0.618 94.61
0.500 94.37
0.382 94.13
LOW 93.34
0.618 92.07
1.000 91.28
1.618 90.01
2.618 87.95
4.250 84.59
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 94.37 95.09
PP 94.32 94.80
S1 94.28 94.52

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

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