NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 93.70 93.54 -0.16 -0.2% 96.54
High 94.78 93.69 -1.09 -1.2% 96.70
Low 92.98 91.80 -1.18 -1.3% 91.80
Close 93.44 92.34 -1.10 -1.2% 92.34
Range 1.80 1.89 0.09 5.0% 4.90
ATR 2.03 2.02 -0.01 -0.5% 0.00
Volume 32,572 30,138 -2,434 -7.5% 145,280
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 98.28 97.20 93.38
R3 96.39 95.31 92.86
R2 94.50 94.50 92.69
R1 93.42 93.42 92.51 93.02
PP 92.61 92.61 92.61 92.41
S1 91.53 91.53 92.17 91.13
S2 90.72 90.72 91.99
S3 88.83 89.64 91.82
S4 86.94 87.75 91.30
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 108.31 105.23 95.04
R3 103.41 100.33 93.69
R2 98.51 98.51 93.24
R1 95.43 95.43 92.79 94.52
PP 93.61 93.61 93.61 93.16
S1 90.53 90.53 91.89 89.62
S2 88.71 88.71 91.44
S3 83.81 85.63 90.99
S4 78.91 80.73 89.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.70 91.80 4.90 5.3% 2.07 2.2% 11% False True 29,056
10 99.10 91.80 7.30 7.9% 2.06 2.2% 7% False True 31,669
20 107.12 91.80 15.32 16.6% 1.95 2.1% 4% False True 28,555
40 109.41 91.80 17.61 19.1% 1.90 2.1% 3% False True 26,264
60 110.87 91.80 19.07 20.7% 1.88 2.0% 3% False True 24,386
80 110.87 91.80 19.07 20.7% 1.75 1.9% 3% False True 21,825
100 110.87 91.80 19.07 20.7% 1.69 1.8% 3% False True 18,942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.72
2.618 98.64
1.618 96.75
1.000 95.58
0.618 94.86
HIGH 93.69
0.618 92.97
0.500 92.75
0.382 92.52
LOW 91.80
0.618 90.63
1.000 89.91
1.618 88.74
2.618 86.85
4.250 83.77
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 92.75 93.45
PP 92.61 93.08
S1 92.48 92.71

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

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