NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 92.55 91.11 -1.44 -1.6% 96.59
High 92.55 92.29 -0.26 -0.3% 96.60
Low 90.30 90.86 0.56 0.6% 92.13
Close 90.77 91.46 0.69 0.8% 92.58
Range 2.25 1.43 -0.82 -36.4% 4.47
ATR 1.95 1.92 -0.03 -1.6% 0.00
Volume 14,396 15,079 683 4.7% 77,835
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 95.83 95.07 92.25
R3 94.40 93.64 91.85
R2 92.97 92.97 91.72
R1 92.21 92.21 91.59 92.59
PP 91.54 91.54 91.54 91.73
S1 90.78 90.78 91.33 91.16
S2 90.11 90.11 91.20
S3 88.68 89.35 91.07
S4 87.25 87.92 90.67
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 107.18 104.35 95.04
R3 102.71 99.88 93.81
R2 98.24 98.24 93.40
R1 95.41 95.41 92.99 94.59
PP 93.77 93.77 93.77 93.36
S1 90.94 90.94 92.17 90.12
S2 89.30 89.30 91.76
S3 84.83 86.47 91.35
S4 80.36 82.00 90.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.10 90.30 3.80 4.2% 1.89 2.1% 31% False False 13,753
10 98.21 90.30 7.91 8.6% 1.86 2.0% 15% False False 14,589
20 107.12 90.30 16.82 18.4% 1.95 2.1% 7% False False 14,581
40 107.38 90.30 17.08 18.7% 1.79 2.0% 7% False False 12,378
60 110.65 90.30 20.35 22.3% 1.72 1.9% 6% False False 11,324
80 110.65 90.30 20.35 22.3% 1.58 1.7% 6% False False 10,724
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 98.37
2.618 96.03
1.618 94.60
1.000 93.72
0.618 93.17
HIGH 92.29
0.618 91.74
0.500 91.58
0.382 91.41
LOW 90.86
0.618 89.98
1.000 89.43
1.618 88.55
2.618 87.12
4.250 84.78
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 91.58 92.14
PP 91.54 91.91
S1 91.50 91.69

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

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