NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 91.87 91.94 0.07 0.1% 92.50
High 92.74 92.48 -0.26 -0.3% 94.45
Low 91.19 91.41 0.22 0.2% 90.63
Close 91.85 92.08 0.23 0.3% 92.08
Range 1.55 1.07 -0.48 -31.0% 3.82
ATR 1.97 1.91 -0.06 -3.3% 0.00
Volume 48,798 29,810 -18,988 -38.9% 194,678
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 95.20 94.71 92.67
R3 94.13 93.64 92.37
R2 93.06 93.06 92.28
R1 92.57 92.57 92.18 92.82
PP 91.99 91.99 91.99 92.11
S1 91.50 91.50 91.98 91.75
S2 90.92 90.92 91.88
S3 89.85 90.43 91.79
S4 88.78 89.36 91.49
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 103.85 101.78 94.18
R3 100.03 97.96 93.13
R2 96.21 96.21 92.78
R1 94.14 94.14 92.43 93.27
PP 92.39 92.39 92.39 91.95
S1 90.32 90.32 91.73 89.45
S2 88.57 88.57 91.38
S3 84.75 86.50 91.03
S4 80.93 82.68 89.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.45 90.63 3.82 4.1% 1.77 1.9% 38% False False 38,935
10 97.33 90.63 6.70 7.3% 1.90 2.1% 22% False False 40,741
20 107.29 90.63 16.66 18.1% 2.01 2.2% 9% False False 46,927
40 107.68 90.63 17.05 18.5% 1.83 2.0% 9% False False 44,490
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.45
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 97.03
2.618 95.28
1.618 94.21
1.000 93.55
0.618 93.14
HIGH 92.48
0.618 92.07
0.500 91.95
0.382 91.82
LOW 91.41
0.618 90.75
1.000 90.34
1.618 89.68
2.618 88.61
4.250 86.86
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 92.04 91.96
PP 91.99 91.84
S1 91.95 91.72

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

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