NYMEX Light Sweet Crude Oil Future December 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 95.68 95.07 -0.61 -0.6% 99.40
High 96.92 95.71 -1.21 -1.2% 99.60
Low 94.70 93.47 -1.23 -1.3% 96.74
Close 95.58 94.41 -1.17 -1.2% 97.61
Range 2.22 2.24 0.02 0.9% 2.86
ATR 1.97 1.98 0.02 1.0% 0.00
Volume 34,596 39,697 5,101 14.7% 280,091
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 101.25 100.07 95.64
R3 99.01 97.83 95.03
R2 96.77 96.77 94.82
R1 95.59 95.59 94.62 95.06
PP 94.53 94.53 94.53 94.27
S1 93.35 93.35 94.20 92.82
S2 92.29 92.29 94.00
S3 90.05 91.11 93.79
S4 87.81 88.87 93.18
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 99.00 93.47 5.53 5.9% 1.86 2.0% 17% False True 39,020
10 106.25 93.47 12.78 13.5% 2.39 2.5% 7% False True 51,727
20 107.29 93.47 13.82 14.6% 1.84 2.0% 7% False True 46,489
40 110.02 93.47 16.55 17.5% 1.87 2.0% 6% False True 43,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.23
2.618 101.57
1.618 99.33
1.000 97.95
0.618 97.09
HIGH 95.71
0.618 94.85
0.500 94.59
0.382 94.33
LOW 93.47
0.618 92.09
1.000 91.23
1.618 89.85
2.618 87.61
4.250 83.95
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 94.59 95.40
PP 94.53 95.07
S1 94.47 94.74

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

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