NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 92.18 91.99 -0.19 -0.2% 92.50
High 93.44 92.02 -1.42 -1.5% 94.45
Low 91.50 88.61 -2.89 -3.2% 90.63
Close 92.12 89.14 -2.98 -3.2% 92.08
Range 1.94 3.41 1.47 75.8% 3.82
ATR 1.91 2.02 0.11 6.0% 0.00
Volume 24,620 39,535 14,915 60.6% 194,678
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 100.15 98.06 91.02
R3 96.74 94.65 90.08
R2 93.33 93.33 89.77
R1 91.24 91.24 89.45 90.58
PP 89.92 89.92 89.92 89.60
S1 87.83 87.83 88.83 87.17
S2 86.51 86.51 88.51
S3 83.10 84.42 88.20
S4 79.69 81.01 87.26
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 93.44 88.61 4.83 5.4% 2.03 2.3% 11% False True 37,498
10 95.71 88.61 7.10 8.0% 2.00 2.2% 7% False True 40,118
20 106.92 88.61 18.31 20.5% 2.14 2.4% 3% False True 46,988
40 107.53 88.61 18.92 21.2% 1.85 2.1% 3% False True 44,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 106.51
2.618 100.95
1.618 97.54
1.000 95.43
0.618 94.13
HIGH 92.02
0.618 90.72
0.500 90.32
0.382 89.91
LOW 88.61
0.618 86.50
1.000 85.20
1.618 83.09
2.618 79.68
4.250 74.12
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 90.32 91.03
PP 89.92 90.40
S1 89.53 89.77

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

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