NYMEX Light Sweet Crude Oil Future August 2012


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 91.79 93.56 1.77 1.9% 96.21
High 93.62 93.57 -0.05 -0.1% 96.41
Low 91.44 91.51 0.07 0.1% 91.54
Close 93.14 92.15 -0.99 -1.1% 92.08
Range 2.18 2.06 -0.12 -5.5% 4.87
ATR 2.07 2.07 0.00 0.0% 0.00
Volume 48,515 30,442 -18,073 -37.3% 209,917
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 98.59 97.43 93.28
R3 96.53 95.37 92.72
R2 94.47 94.47 92.53
R1 93.31 93.31 92.34 92.86
PP 92.41 92.41 92.41 92.19
S1 91.25 91.25 91.96 90.80
S2 90.35 90.35 91.77
S3 88.29 89.19 91.58
S4 86.23 87.13 91.02
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 107.95 104.89 94.76
R3 103.08 100.02 93.42
R2 98.21 98.21 92.97
R1 95.15 95.15 92.53 94.25
PP 93.34 93.34 93.34 92.89
S1 90.28 90.28 91.63 89.38
S2 88.47 88.47 91.19
S3 83.60 85.41 90.74
S4 78.73 80.54 89.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.83 91.44 3.39 3.7% 2.05 2.2% 21% False False 45,106
10 98.28 91.44 6.84 7.4% 1.99 2.2% 10% False False 41,648
20 106.99 91.44 15.55 16.9% 2.04 2.2% 5% False False 38,075
40 108.87 91.44 17.43 18.9% 1.98 2.1% 4% False False 30,905
60 111.38 91.44 19.94 21.6% 1.95 2.1% 4% False False 27,045
80 111.38 91.44 19.94 21.6% 1.85 2.0% 4% False False 24,104
100 111.38 91.44 19.94 21.6% 1.77 1.9% 4% False False 20,683
120 111.38 91.44 19.94 21.6% 1.74 1.9% 4% False False 17,864
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.33
2.618 98.96
1.618 96.90
1.000 95.63
0.618 94.84
HIGH 93.57
0.618 92.78
0.500 92.54
0.382 92.30
LOW 91.51
0.618 90.24
1.000 89.45
1.618 88.18
2.618 86.12
4.250 82.76
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 92.54 92.53
PP 92.41 92.40
S1 92.28 92.28

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

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