NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 94.78 93.97 -0.81 -0.9% 96.78
High 94.93 93.97 -0.96 -1.0% 96.84
Low 93.61 92.24 -1.37 -1.5% 92.24
Close 93.83 92.77 -1.06 -1.1% 92.77
Range 1.32 1.73 0.41 31.1% 4.60
ATR 1.77 1.77 0.00 -0.2% 0.00
Volume 9,391 9,563 172 1.8% 45,536
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 98.18 97.21 93.72
R3 96.45 95.48 93.25
R2 94.72 94.72 93.09
R1 93.75 93.75 92.93 93.37
PP 92.99 92.99 92.99 92.81
S1 92.02 92.02 92.61 91.64
S2 91.26 91.26 92.45
S3 89.53 90.29 92.29
S4 87.80 88.56 91.82
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 107.75 104.86 95.30
R3 103.15 100.26 94.04
R2 98.55 98.55 93.61
R1 95.66 95.66 93.19 94.81
PP 93.95 93.95 93.95 93.52
S1 91.06 91.06 92.35 90.21
S2 89.35 89.35 91.93
S3 84.75 86.46 91.51
S4 80.15 81.86 90.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.84 92.24 4.60 5.0% 1.80 1.9% 12% False True 9,107
10 99.31 92.24 7.07 7.6% 1.71 1.8% 7% False True 10,639
20 107.15 92.24 14.91 16.1% 1.61 1.7% 4% False True 9,434
40 109.21 92.24 16.97 18.3% 1.60 1.7% 3% False True 8,429
60 110.08 92.24 17.84 19.2% 1.50 1.6% 3% False True 8,217
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.32
2.618 98.50
1.618 96.77
1.000 95.70
0.618 95.04
HIGH 93.97
0.618 93.31
0.500 93.11
0.382 92.90
LOW 92.24
0.618 91.17
1.000 90.51
1.618 89.44
2.618 87.71
4.250 84.89
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 93.11 93.82
PP 92.99 93.47
S1 92.88 93.12

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

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