NYMEX Light Sweet Crude Oil Future October 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 92.00 93.90 1.90 2.1% 96.59
High 94.10 93.98 -0.12 -0.1% 96.60
Low 92.00 92.08 0.08 0.1% 92.13
Close 93.63 92.68 -0.95 -1.0% 92.58
Range 2.10 1.90 -0.20 -9.5% 4.47
ATR 1.91 1.91 0.00 -0.1% 0.00
Volume 16,779 5,858 -10,921 -65.1% 77,835
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 98.61 97.55 93.73
R3 96.71 95.65 93.20
R2 94.81 94.81 93.03
R1 93.75 93.75 92.85 93.33
PP 92.91 92.91 92.91 92.71
S1 91.85 91.85 92.51 91.43
S2 91.01 91.01 92.33
S3 89.11 89.95 92.16
S4 87.21 88.05 91.64
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 107.18 104.35 95.04
R3 102.71 99.88 93.81
R2 98.24 98.24 93.40
R1 95.41 95.41 92.99 94.59
PP 93.77 93.77 93.77 93.36
S1 90.94 90.94 92.17 90.12
S2 89.30 89.30 91.76
S3 84.83 86.47 91.35
S4 80.36 82.00 90.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.35 92.00 3.35 3.6% 1.92 2.1% 20% False False 13,583
10 98.64 92.00 6.64 7.2% 1.83 2.0% 10% False False 15,267
20 107.12 92.00 15.12 16.3% 1.87 2.0% 4% False False 14,062
40 109.15 92.00 17.15 18.5% 1.77 1.9% 4% False False 11,824
60 110.65 92.00 18.65 20.1% 1.73 1.9% 4% False False 11,151
80 110.65 92.00 18.65 20.1% 1.56 1.7% 4% False False 10,442
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.06
2.618 98.95
1.618 97.05
1.000 95.88
0.618 95.15
HIGH 93.98
0.618 93.25
0.500 93.03
0.382 92.81
LOW 92.08
0.618 90.91
1.000 90.18
1.618 89.01
2.618 87.11
4.250 84.01
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 93.03 93.05
PP 92.91 92.93
S1 92.80 92.80

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

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