NYMEX Light Sweet Crude Oil Future December 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 95.07 94.49 -0.58 -0.6% 99.40
High 95.71 95.35 -0.36 -0.4% 99.60
Low 93.47 93.55 0.08 0.1% 96.74
Close 94.41 94.00 -0.41 -0.4% 97.61
Range 2.24 1.80 -0.44 -19.6% 2.86
ATR 1.98 1.97 -0.01 -0.7% 0.00
Volume 39,697 54,279 14,582 36.7% 280,091
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 99.70 98.65 94.99
R3 97.90 96.85 94.50
R2 96.10 96.10 94.33
R1 95.05 95.05 94.17 94.68
PP 94.30 94.30 94.30 94.11
S1 93.25 93.25 93.84 92.88
S2 92.50 92.50 93.67
S3 90.70 91.45 93.51
S4 88.90 89.65 93.01
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 98.52 93.47 5.05 5.4% 1.93 2.1% 10% False False 40,171
10 103.94 93.47 10.47 11.1% 2.32 2.5% 5% False False 51,176
20 107.29 93.47 13.82 14.7% 1.87 2.0% 4% False False 46,516
40 110.02 93.47 16.55 17.6% 1.88 2.0% 3% False False 43,880
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 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.00
2.618 100.06
1.618 98.26
1.000 97.15
0.618 96.46
HIGH 95.35
0.618 94.66
0.500 94.45
0.382 94.24
LOW 93.55
0.618 92.44
1.000 91.75
1.618 90.64
2.618 88.84
4.250 85.90
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 94.45 95.20
PP 94.30 94.80
S1 94.15 94.40

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

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