NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 93.75 92.63 -1.12 -1.2% 96.92
High 93.90 92.75 -1.15 -1.2% 97.00
Low 92.87 90.83 -2.04 -2.2% 92.60
Close 93.23 91.44 -1.79 -1.9% 93.09
Range 1.03 1.92 0.89 86.4% 4.40
ATR 1.61 1.66 0.06 3.5% 0.00
Volume 3,899 4,996 1,097 28.1% 22,520
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 97.43 96.36 92.50
R3 95.51 94.44 91.97
R2 93.59 93.59 91.79
R1 92.52 92.52 91.62 92.10
PP 91.67 91.67 91.67 91.46
S1 90.60 90.60 91.26 90.18
S2 89.75 89.75 91.09
S3 87.83 88.68 90.91
S4 85.91 86.76 90.38
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 95.49 90.83 4.66 5.1% 1.48 1.6% 13% False True 4,484
10 99.04 90.83 8.21 9.0% 1.52 1.7% 7% False True 4,521
20 107.14 90.83 16.31 17.8% 1.61 1.8% 4% False True 5,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.91
2.618 97.78
1.618 95.86
1.000 94.67
0.618 93.94
HIGH 92.75
0.618 92.02
0.500 91.79
0.382 91.56
LOW 90.83
0.618 89.64
1.000 88.91
1.618 87.72
2.618 85.80
4.250 82.67
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 91.79 92.57
PP 91.67 92.19
S1 91.56 91.82

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

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