NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 94.64 93.18 -1.46 -1.5% 96.92
High 95.49 94.14 -1.35 -1.4% 97.00
Low 93.74 92.60 -1.14 -1.2% 92.60
Close 94.13 93.09 -1.04 -1.1% 93.09
Range 1.75 1.54 -0.21 -12.0% 4.40
ATR 1.68 1.67 -0.01 -0.6% 0.00
Volume 6,381 3,794 -2,587 -40.5% 22,520
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 97.90 97.03 93.94
R3 96.36 95.49 93.51
R2 94.82 94.82 93.37
R1 93.95 93.95 93.23 93.62
PP 93.28 93.28 93.28 93.11
S1 92.41 92.41 92.95 92.08
S2 91.74 91.74 92.81
S3 90.20 90.87 92.67
S4 88.66 89.33 92.24
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 107.43 104.66 95.51
R3 103.03 100.26 94.30
R2 98.63 98.63 93.90
R1 95.86 95.86 93.49 95.05
PP 94.23 94.23 94.23 93.82
S1 91.46 91.46 92.69 90.65
S2 89.83 89.83 92.28
S3 85.43 87.06 91.88
S4 81.03 82.66 90.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.00 92.60 4.40 4.7% 1.77 1.9% 11% False True 4,504
10 99.53 92.60 6.93 7.4% 1.66 1.8% 7% False True 5,381
20 107.14 92.60 14.54 15.6% 1.57 1.7% 3% False True 5,098
Crabel Price Patterns
NR True
NR4 True
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.69
2.618 98.17
1.618 96.63
1.000 95.68
0.618 95.09
HIGH 94.14
0.618 93.55
0.500 93.37
0.382 93.19
LOW 92.60
0.618 91.65
1.000 91.06
1.618 90.11
2.618 88.57
4.250 86.06
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 93.37 94.22
PP 93.28 93.84
S1 93.18 93.47

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

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