NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 93.90 92.55 -1.35 -1.4% 96.59
High 93.98 92.55 -1.43 -1.5% 96.60
Low 92.08 90.30 -1.78 -1.9% 92.13
Close 92.68 90.77 -1.91 -2.1% 92.58
Range 1.90 2.25 0.35 18.4% 4.47
ATR 1.91 1.95 0.03 1.7% 0.00
Volume 5,858 14,396 8,538 145.7% 77,835
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 97.96 96.61 92.01
R3 95.71 94.36 91.39
R2 93.46 93.46 91.18
R1 92.11 92.11 90.98 91.66
PP 91.21 91.21 91.21 90.98
S1 89.86 89.86 90.56 89.41
S2 88.96 88.96 90.36
S3 86.71 87.61 90.15
S4 84.46 85.36 89.53
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 94.95 90.30 4.65 5.1% 1.94 2.1% 10% False True 13,781
10 98.64 90.30 8.34 9.2% 1.86 2.1% 6% False True 15,166
20 107.12 90.30 16.82 18.5% 1.93 2.1% 3% False True 14,341
40 108.60 90.30 18.30 20.2% 1.80 2.0% 3% False True 12,103
60 110.65 90.30 20.35 22.4% 1.73 1.9% 2% False True 11,187
80 110.65 90.30 20.35 22.4% 1.59 1.7% 2% False True 10,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 102.11
2.618 98.44
1.618 96.19
1.000 94.80
0.618 93.94
HIGH 92.55
0.618 91.69
0.500 91.43
0.382 91.16
LOW 90.30
0.618 88.91
1.000 88.05
1.618 86.66
2.618 84.41
4.250 80.74
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 91.43 92.20
PP 91.21 91.72
S1 90.99 91.25

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

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