NYMEX Light Sweet Crude Oil Future July 2012


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 90.53 90.79 0.26 0.3% 91.71
High 91.52 91.32 -0.20 -0.2% 93.34
Low 89.81 90.20 0.39 0.4% 89.28
Close 90.66 90.86 0.20 0.2% 90.86
Range 1.71 1.12 -0.59 -34.5% 4.06
ATR 2.13 2.06 -0.07 -3.4% 0.00
Volume 216,372 137,825 -78,547 -36.3% 1,029,353
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 94.15 93.63 91.48
R3 93.03 92.51 91.17
R2 91.91 91.91 91.07
R1 91.39 91.39 90.96 91.65
PP 90.79 90.79 90.79 90.93
S1 90.27 90.27 90.76 90.53
S2 89.67 89.67 90.65
S3 88.55 89.15 90.55
S4 87.43 88.03 90.24
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 103.34 101.16 93.09
R3 99.28 97.10 91.98
R2 95.22 95.22 91.60
R1 93.04 93.04 91.23 92.10
PP 91.16 91.16 91.16 90.69
S1 88.98 88.98 90.49 88.04
S2 87.10 87.10 90.12
S3 83.04 84.92 89.74
S4 78.98 80.86 88.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.34 89.28 4.06 4.5% 1.92 2.1% 39% False False 205,870
10 96.22 89.28 6.94 7.6% 2.03 2.2% 23% False False 161,803
20 106.77 89.28 17.49 19.2% 2.18 2.4% 9% False False 122,204
40 106.77 89.28 17.49 19.2% 2.01 2.2% 9% False False 84,513
60 110.10 89.28 20.82 22.9% 2.02 2.2% 8% False False 66,784
80 111.49 89.28 22.21 24.4% 1.98 2.2% 7% False False 57,411
100 111.49 89.28 22.21 24.4% 1.97 2.2% 7% False False 48,251
120 111.49 89.28 22.21 24.4% 1.95 2.1% 7% False False 41,044
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 0.48
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 96.08
2.618 94.25
1.618 93.13
1.000 92.44
0.618 92.01
HIGH 91.32
0.618 90.89
0.500 90.76
0.382 90.63
LOW 90.20
0.618 89.51
1.000 89.08
1.618 88.39
2.618 87.27
4.250 85.44
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 90.83 90.74
PP 90.79 90.62
S1 90.76 90.50

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

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