NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 91.23 91.17 -0.06 -0.1% 91.79
High 92.52 91.19 -1.33 -1.4% 93.62
Low 90.56 87.59 -2.97 -3.3% 89.59
Close 91.09 88.14 -2.95 -3.2% 91.15
Range 1.96 3.60 1.64 83.7% 4.03
ATR 2.00 2.12 0.11 5.7% 0.00
Volume 27,363 39,477 12,114 44.3% 203,121
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 99.77 97.56 90.12
R3 96.17 93.96 89.13
R2 92.57 92.57 88.80
R1 90.36 90.36 88.47 89.67
PP 88.97 88.97 88.97 88.63
S1 86.76 86.76 87.81 86.07
S2 85.37 85.37 87.48
S3 81.77 83.16 87.15
S4 78.17 79.56 86.16
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 103.54 101.38 93.37
R3 99.51 97.35 92.26
R2 95.48 95.48 91.89
R1 93.32 93.32 91.52 92.39
PP 91.45 91.45 91.45 90.99
S1 89.29 89.29 90.78 88.36
S2 87.42 87.42 90.41
S3 83.39 85.26 90.04
S4 79.36 81.23 88.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.52 87.59 4.93 5.6% 2.15 2.4% 11% False True 38,200
10 94.83 87.59 7.24 8.2% 2.10 2.4% 8% False True 41,653
20 106.59 87.59 19.00 21.6% 2.25 2.6% 3% False True 41,514
40 106.99 87.59 19.40 22.0% 1.97 2.2% 3% False True 34,138
60 109.69 87.59 22.10 25.1% 1.94 2.2% 2% False True 28,937
80 111.38 87.59 23.79 27.0% 1.88 2.1% 2% False True 25,885
100 111.38 87.59 23.79 27.0% 1.81 2.1% 2% False True 22,274
120 111.38 87.59 23.79 27.0% 1.77 2.0% 2% False True 19,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 106.49
2.618 100.61
1.618 97.01
1.000 94.79
0.618 93.41
HIGH 91.19
0.618 89.81
0.500 89.39
0.382 88.97
LOW 87.59
0.618 85.37
1.000 83.99
1.618 81.77
2.618 78.17
4.250 72.29
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 89.39 90.06
PP 88.97 89.42
S1 88.56 88.78

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

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