NYMEX Light Sweet Crude Oil Future December 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 94.49 94.10 -0.39 -0.4% 97.00
High 95.35 94.21 -1.14 -1.2% 97.33
Low 93.55 92.43 -1.12 -1.2% 92.43
Close 94.00 92.95 -1.05 -1.1% 92.95
Range 1.80 1.78 -0.02 -1.1% 4.90
ATR 1.97 1.96 -0.01 -0.7% 0.00
Volume 54,279 48,376 -5,903 -10.9% 212,735
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 98.54 97.52 93.93
R3 96.76 95.74 93.44
R2 94.98 94.98 93.28
R1 93.96 93.96 93.11 93.58
PP 93.20 93.20 93.20 93.01
S1 92.18 92.18 92.79 91.80
S2 91.42 91.42 92.62
S3 89.64 90.40 92.46
S4 87.86 88.62 91.97
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 108.94 105.84 95.65
R3 104.04 100.94 94.30
R2 99.14 99.14 93.85
R1 96.04 96.04 93.40 95.14
PP 94.24 94.24 94.24 93.79
S1 91.14 91.14 92.50 90.24
S2 89.34 89.34 92.05
S3 84.44 86.24 91.60
S4 79.54 81.34 90.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.33 92.43 4.90 5.3% 2.02 2.2% 11% False True 42,547
10 99.60 92.43 7.17 7.7% 1.99 2.1% 7% False True 49,282
20 107.29 92.43 14.86 16.0% 1.88 2.0% 3% False True 46,948
40 110.02 92.43 17.59 18.9% 1.87 2.0% 3% False True 44,223
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.78
2.618 98.87
1.618 97.09
1.000 95.99
0.618 95.31
HIGH 94.21
0.618 93.53
0.500 93.32
0.382 93.11
LOW 92.43
0.618 91.33
1.000 90.65
1.618 89.55
2.618 87.77
4.250 84.87
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 93.32 94.07
PP 93.20 93.70
S1 93.07 93.32

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

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