NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 93.70 93.75 0.05 0.1% 96.92
High 94.30 93.90 -0.40 -0.4% 97.00
Low 93.15 92.87 -0.28 -0.3% 92.60
Close 94.12 93.23 -0.89 -0.9% 93.09
Range 1.15 1.03 -0.12 -10.4% 4.40
ATR 1.63 1.61 -0.03 -1.7% 0.00
Volume 3,350 3,899 549 16.4% 22,520
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 96.42 95.86 93.80
R3 95.39 94.83 93.51
R2 94.36 94.36 93.42
R1 93.80 93.80 93.32 93.57
PP 93.33 93.33 93.33 93.22
S1 92.77 92.77 93.14 92.54
S2 92.30 92.30 93.04
S3 91.27 91.74 92.95
S4 90.24 90.71 92.66
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 95.83 92.60 3.23 3.5% 1.53 1.6% 20% False False 4,231
10 99.04 92.60 6.44 6.9% 1.52 1.6% 10% False False 4,725
20 107.14 92.60 14.54 15.6% 1.57 1.7% 4% False False 5,128
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 98.28
2.618 96.60
1.618 95.57
1.000 94.93
0.618 94.54
HIGH 93.90
0.618 93.51
0.500 93.39
0.382 93.26
LOW 92.87
0.618 92.23
1.000 91.84
1.618 91.20
2.618 90.17
4.250 88.49
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 93.39 93.45
PP 93.33 93.38
S1 93.28 93.30

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

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