NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 94.10 92.50 -1.60 -1.7% 97.00
High 94.21 94.45 0.24 0.3% 97.33
Low 92.43 92.28 -0.15 -0.2% 92.43
Close 92.95 93.98 1.03 1.1% 92.95
Range 1.78 2.17 0.39 21.9% 4.90
ATR 1.96 1.97 0.02 0.8% 0.00
Volume 48,376 37,921 -10,455 -21.6% 212,735
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 100.08 99.20 95.17
R3 97.91 97.03 94.58
R2 95.74 95.74 94.38
R1 94.86 94.86 94.18 95.30
PP 93.57 93.57 93.57 93.79
S1 92.69 92.69 93.78 93.13
S2 91.40 91.40 93.58
S3 89.23 90.52 93.38
S4 87.06 88.35 92.79
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 96.92 92.28 4.64 4.9% 2.04 2.2% 37% False True 42,973
10 99.41 92.28 7.13 7.6% 1.94 2.1% 24% False True 44,046
20 107.29 92.28 15.01 16.0% 1.90 2.0% 11% False True 46,985
40 109.39 92.28 17.11 18.2% 1.86 2.0% 10% False True 44,162
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.67
2.618 100.13
1.618 97.96
1.000 96.62
0.618 95.79
HIGH 94.45
0.618 93.62
0.500 93.37
0.382 93.11
LOW 92.28
0.618 90.94
1.000 90.11
1.618 88.77
2.618 86.60
4.250 83.06
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 93.78 93.93
PP 93.57 93.87
S1 93.37 93.82

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

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