NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 92.50 94.27 1.77 1.9% 97.00
High 94.45 94.37 -0.08 -0.1% 97.33
Low 92.28 92.47 0.19 0.2% 92.43
Close 93.98 93.08 -0.90 -1.0% 92.95
Range 2.17 1.90 -0.27 -12.4% 4.90
ATR 1.97 1.97 -0.01 -0.3% 0.00
Volume 37,921 33,422 -4,499 -11.9% 212,735
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 99.01 97.94 94.13
R3 97.11 96.04 93.60
R2 95.21 95.21 93.43
R1 94.14 94.14 93.25 93.73
PP 93.31 93.31 93.31 93.10
S1 92.24 92.24 92.91 91.83
S2 91.41 91.41 92.73
S3 89.51 90.34 92.56
S4 87.61 88.44 92.04
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 95.71 92.28 3.43 3.7% 1.98 2.1% 23% False False 42,739
10 99.00 92.28 6.72 7.2% 1.90 2.0% 12% False False 42,317
20 107.29 92.28 15.01 16.1% 1.94 2.1% 5% False False 47,104
40 109.39 92.28 17.11 18.4% 1.88 2.0% 5% False False 43,865
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.45
2.618 99.34
1.618 97.44
1.000 96.27
0.618 95.54
HIGH 94.37
0.618 93.64
0.500 93.42
0.382 93.20
LOW 92.47
0.618 91.30
1.000 90.57
1.618 89.40
2.618 87.50
4.250 84.40
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 93.42 93.37
PP 93.31 93.27
S1 93.19 93.18

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

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