NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 91.99 88.88 -3.11 -3.4% 92.50
High 92.02 89.60 -2.42 -2.6% 94.45
Low 88.61 87.34 -1.27 -1.4% 90.63
Close 89.14 87.91 -1.23 -1.4% 92.08
Range 3.41 2.26 -1.15 -33.7% 3.82
ATR 2.02 2.04 0.02 0.8% 0.00
Volume 39,535 48,009 8,474 21.4% 194,678
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 95.06 93.75 89.15
R3 92.80 91.49 88.53
R2 90.54 90.54 88.32
R1 89.23 89.23 88.12 88.76
PP 88.28 88.28 88.28 88.05
S1 86.97 86.97 87.70 86.50
S2 86.02 86.02 87.50
S3 83.76 84.71 87.29
S4 81.50 82.45 86.67
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 87.34 6.10 6.9% 2.05 2.3% 9% False True 38,154
10 95.35 87.34 8.01 9.1% 2.01 2.3% 7% False True 40,949
20 106.25 87.34 18.91 21.5% 2.20 2.5% 3% False True 46,338
40 107.29 87.34 19.95 22.7% 1.88 2.1% 3% False True 44,459
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 99.21
2.618 95.52
1.618 93.26
1.000 91.86
0.618 91.00
HIGH 89.60
0.618 88.74
0.500 88.47
0.382 88.20
LOW 87.34
0.618 85.94
1.000 85.08
1.618 83.68
2.618 81.42
4.250 77.74
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 88.47 90.39
PP 88.28 89.56
S1 88.10 88.74

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

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