NYMEX Light Sweet Crude Oil Future September 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 91.14 91.55 0.41 0.4% 92.12
High 92.08 91.85 -0.23 -0.2% 93.88
Low 90.44 90.85 0.41 0.5% 89.90
Close 91.22 91.44 0.22 0.2% 91.44
Range 1.64 1.00 -0.64 -39.0% 3.98
ATR 2.03 1.96 -0.07 -3.6% 0.00
Volume 25,482 24,915 -567 -2.2% 116,770
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 94.38 93.91 91.99
R3 93.38 92.91 91.72
R2 92.38 92.38 91.62
R1 91.91 91.91 91.53 91.65
PP 91.38 91.38 91.38 91.25
S1 90.91 90.91 91.35 90.65
S2 90.38 90.38 91.26
S3 89.38 89.91 91.17
S4 88.38 88.91 90.89
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 103.68 101.54 93.63
R3 99.70 97.56 92.53
R2 95.72 95.72 92.17
R1 93.58 93.58 91.80 92.66
PP 91.74 91.74 91.74 91.28
S1 89.60 89.60 91.08 88.68
S2 87.76 87.76 90.71
S3 83.78 85.62 90.35
S4 79.80 81.64 89.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.88 89.90 3.98 4.4% 1.83 2.0% 39% False False 23,354
10 96.70 89.90 6.80 7.4% 1.95 2.1% 23% False False 26,205
20 107.12 89.90 17.22 18.8% 2.08 2.3% 9% False False 29,398
40 107.16 89.90 17.26 18.9% 1.89 2.1% 9% False False 27,455
60 109.84 89.90 19.94 21.8% 1.86 2.0% 8% False False 24,305
80 110.87 89.90 20.97 22.9% 1.77 1.9% 7% False False 22,732
100 110.87 89.90 20.97 22.9% 1.73 1.9% 7% False False 19,955
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 0.41
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 96.10
2.618 94.47
1.618 93.47
1.000 92.85
0.618 92.47
HIGH 91.85
0.618 91.47
0.500 91.35
0.382 91.23
LOW 90.85
0.618 90.23
1.000 89.85
1.618 89.23
2.618 88.23
4.250 86.60
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 91.41 91.33
PP 91.38 91.21
S1 91.35 91.10

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

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