NYMEX Light Sweet Crude Oil Future November 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 94.77 94.78 0.01 0.0% 97.75
High 95.40 94.93 -0.47 -0.5% 99.31
Low 93.34 93.61 0.27 0.3% 96.73
Close 94.23 93.83 -0.40 -0.4% 97.45
Range 2.06 1.32 -0.74 -35.9% 2.58
ATR 1.80 1.77 -0.03 -1.9% 0.00
Volume 9,864 9,391 -473 -4.8% 60,863
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 98.08 97.28 94.56
R3 96.76 95.96 94.19
R2 95.44 95.44 94.07
R1 94.64 94.64 93.95 94.38
PP 94.12 94.12 94.12 94.00
S1 93.32 93.32 93.71 93.06
S2 92.80 92.80 93.59
S3 91.48 92.00 93.47
S4 90.16 90.68 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 98.26 93.34 4.92 5.2% 1.70 1.8% 10% False False 8,909
10 102.76 93.34 9.42 10.0% 1.93 2.1% 5% False False 10,674
20 107.15 93.34 13.81 14.7% 1.58 1.7% 4% False False 9,281
40 109.21 93.34 15.87 16.9% 1.60 1.7% 3% False False 8,318
60 110.08 93.34 16.74 17.8% 1.49 1.6% 3% False False 8,178
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.54
2.618 98.39
1.618 97.07
1.000 96.25
0.618 95.75
HIGH 94.93
0.618 94.43
0.500 94.27
0.382 94.11
LOW 93.61
0.618 92.79
1.000 92.29
1.618 91.47
2.618 90.15
4.250 88.00
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 94.27 95.04
PP 94.12 94.64
S1 93.98 94.23

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

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