NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 91.99 92.22 0.23 0.3% 93.70
High 92.86 92.45 -0.41 -0.4% 94.30
Low 91.71 91.60 -0.11 -0.1% 90.83
Close 92.02 92.26 0.24 0.3% 92.26
Range 1.15 0.85 -0.30 -26.1% 3.47
ATR 1.65 1.59 -0.06 -3.5% 0.00
Volume 5,692 4,759 -933 -16.4% 22,696
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 94.65 94.31 92.73
R3 93.80 93.46 92.49
R2 92.95 92.95 92.42
R1 92.61 92.61 92.34 92.78
PP 92.10 92.10 92.10 92.19
S1 91.76 91.76 92.18 91.93
S2 91.25 91.25 92.10
S3 90.40 90.91 92.03
S4 89.55 90.06 91.79
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 102.87 101.04 94.17
R3 99.40 97.57 93.21
R2 95.93 95.93 92.90
R1 94.10 94.10 92.58 93.28
PP 92.46 92.46 92.46 92.06
S1 90.63 90.63 91.94 89.81
S2 88.99 88.99 91.62
S3 85.52 87.16 91.31
S4 82.05 83.69 90.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.30 90.83 3.47 3.8% 1.22 1.3% 41% False False 4,539
10 97.00 90.83 6.17 6.7% 1.49 1.6% 23% False False 4,521
20 107.14 90.83 16.31 17.7% 1.64 1.8% 9% False False 5,322
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 0.46
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 96.06
2.618 94.68
1.618 93.83
1.000 93.30
0.618 92.98
HIGH 92.45
0.618 92.13
0.500 92.03
0.382 91.92
LOW 91.60
0.618 91.07
1.000 90.75
1.618 90.22
2.618 89.37
4.250 87.99
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 92.18 92.12
PP 92.10 91.98
S1 92.03 91.85

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

View Archives - Comment on this page... - Back to Index of Symbols