NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 94.94 94.64 -0.30 -0.3% 99.04
High 95.83 95.49 -0.34 -0.4% 99.53
Low 93.66 93.74 0.08 0.1% 96.97
Close 94.57 94.13 -0.44 -0.5% 97.76
Range 2.17 1.75 -0.42 -19.4% 2.56
ATR 1.67 1.68 0.01 0.3% 0.00
Volume 3,732 6,381 2,649 71.0% 31,294
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 99.70 98.67 95.09
R3 97.95 96.92 94.61
R2 96.20 96.20 94.45
R1 95.17 95.17 94.29 94.81
PP 94.45 94.45 94.45 94.28
S1 93.42 93.42 93.97 93.06
S2 92.70 92.70 93.81
S3 90.95 91.67 93.65
S4 89.20 89.92 93.17
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 105.77 104.32 99.17
R3 103.21 101.76 98.46
R2 100.65 100.65 98.23
R1 99.20 99.20 97.99 98.65
PP 98.09 98.09 98.09 97.81
S1 96.64 96.64 97.53 96.09
S2 95.53 95.53 97.29
S3 92.97 94.08 97.06
S4 90.41 91.52 96.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.58 93.66 4.92 5.2% 1.69 1.8% 10% False False 4,555
10 103.38 93.66 9.72 10.3% 1.94 2.1% 5% False False 5,797
20 107.14 93.66 13.48 14.3% 1.53 1.6% 3% False False 5,041
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.93
2.618 100.07
1.618 98.32
1.000 97.24
0.618 96.57
HIGH 95.49
0.618 94.82
0.500 94.62
0.382 94.41
LOW 93.74
0.618 92.66
1.000 91.99
1.618 90.91
2.618 89.16
4.250 86.30
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 94.62 95.33
PP 94.45 94.93
S1 94.29 94.53

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

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