NYMEX Light Sweet Crude Oil Future November 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 91.75 92.20 0.45 0.5% 93.14
High 92.27 93.25 0.98 1.1% 94.19
Low 91.46 91.34 -0.12 -0.1% 90.53
Close 91.88 91.91 0.03 0.0% 91.88
Range 0.81 1.91 1.10 135.8% 3.66
ATR 1.71 1.72 0.01 0.8% 0.00
Volume 5,486 4,131 -1,355 -24.7% 35,446
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 97.90 96.81 92.96
R3 95.99 94.90 92.44
R2 94.08 94.08 92.26
R1 92.99 92.99 92.09 92.58
PP 92.17 92.17 92.17 91.96
S1 91.08 91.08 91.73 90.67
S2 90.26 90.26 91.56
S3 88.35 89.17 91.38
S4 86.44 87.26 90.86
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 103.18 101.19 93.89
R3 99.52 97.53 92.89
R2 95.86 95.86 92.55
R1 93.87 93.87 92.22 93.04
PP 92.20 92.20 92.20 91.78
S1 90.21 90.21 91.54 89.38
S2 88.54 88.54 91.21
S3 84.88 86.55 90.87
S4 81.22 82.89 89.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.19 90.53 3.66 4.0% 1.63 1.8% 38% False False 6,454
10 96.74 90.53 6.21 6.8% 1.70 1.8% 22% False False 7,572
20 107.15 90.53 16.62 18.1% 1.79 2.0% 8% False False 9,304
40 107.51 90.53 16.98 18.5% 1.60 1.7% 8% False False 8,553
60 109.80 90.53 19.27 21.0% 1.51 1.6% 7% False False 7,936
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.37
2.618 98.25
1.618 96.34
1.000 95.16
0.618 94.43
HIGH 93.25
0.618 92.52
0.500 92.30
0.382 92.07
LOW 91.34
0.618 90.16
1.000 89.43
1.618 88.25
2.618 86.34
4.250 83.22
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 92.30 92.19
PP 92.17 92.10
S1 92.04 92.00

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

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