NYMEX Light Sweet Crude Oil Future December 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 97.68 97.00 -0.68 -0.7% 99.40
High 98.52 97.33 -1.19 -1.2% 99.60
Low 97.16 95.28 -1.88 -1.9% 96.74
Close 97.61 96.29 -1.32 -1.4% 97.61
Range 1.36 2.05 0.69 50.7% 2.86
ATR 1.92 1.95 0.03 1.5% 0.00
Volume 36,499 35,787 -712 -2.0% 280,091
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 102.45 101.42 97.42
R3 100.40 99.37 96.85
R2 98.35 98.35 96.67
R1 97.32 97.32 96.48 96.81
PP 96.30 96.30 96.30 96.05
S1 95.27 95.27 96.10 94.76
S2 94.25 94.25 95.91
S3 92.20 93.22 95.73
S4 90.15 91.17 95.16
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 106.56 104.95 99.18
R3 103.70 102.09 98.40
R2 100.84 100.84 98.13
R1 99.23 99.23 97.87 98.61
PP 97.98 97.98 97.98 97.67
S1 96.37 96.37 97.35 95.75
S2 95.12 95.12 97.09
S3 92.26 93.51 96.82
S4 89.40 90.65 96.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.41 95.28 4.13 4.3% 1.84 1.9% 24% False True 45,118
10 107.29 95.28 12.01 12.5% 2.24 2.3% 8% False True 54,076
20 107.29 95.28 12.01 12.5% 1.82 1.9% 8% False True 48,310
40 110.02 95.28 14.74 15.3% 1.84 1.9% 7% False True 43,777
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 0.19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.04
2.618 102.70
1.618 100.65
1.000 99.38
0.618 98.60
HIGH 97.33
0.618 96.55
0.500 96.31
0.382 96.06
LOW 95.28
0.618 94.01
1.000 93.23
1.618 91.96
2.618 89.91
4.250 86.57
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 96.31 97.14
PP 96.30 96.86
S1 96.30 96.57

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

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