NYMEX Light Sweet Crude Oil Future October 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 91.70 91.61 -0.09 -0.1% 92.00
High 93.02 91.61 -1.41 -1.5% 94.10
Low 91.15 88.24 -2.91 -3.2% 90.30
Close 91.69 88.71 -2.98 -3.3% 91.68
Range 1.87 3.37 1.50 80.2% 3.80
ATR 1.85 1.96 0.11 6.2% 0.00
Volume 6,898 14,902 8,004 116.0% 61,313
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 99.63 97.54 90.56
R3 96.26 94.17 89.64
R2 92.89 92.89 89.33
R1 90.80 90.80 89.02 90.16
PP 89.52 89.52 89.52 89.20
S1 87.43 87.43 88.40 86.79
S2 86.15 86.15 88.09
S3 82.78 84.06 87.78
S4 79.41 80.69 86.86
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 103.43 101.35 93.77
R3 99.63 97.55 92.73
R2 95.83 95.83 92.38
R1 93.75 93.75 92.03 92.89
PP 92.03 92.03 92.03 91.60
S1 89.95 89.95 91.33 89.09
S2 88.23 88.23 90.98
S3 84.43 86.15 90.64
S4 80.63 82.35 89.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.02 88.24 4.78 5.4% 1.96 2.2% 10% False True 12,095
10 95.35 88.24 7.11 8.0% 1.94 2.2% 7% False True 12,839
20 106.72 88.24 18.48 20.8% 2.08 2.3% 3% False True 15,097
40 107.15 88.24 18.91 21.3% 1.75 2.0% 2% False True 12,626
60 109.80 88.24 21.56 24.3% 1.72 1.9% 2% False True 11,441
80 110.65 88.24 22.41 25.3% 1.62 1.8% 2% False True 10,898
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 0.31
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 105.93
2.618 100.43
1.618 97.06
1.000 94.98
0.618 93.69
HIGH 91.61
0.618 90.32
0.500 89.93
0.382 89.53
LOW 88.24
0.618 86.16
1.000 84.87
1.618 82.79
2.618 79.42
4.250 73.92
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 89.93 90.63
PP 89.52 89.99
S1 89.12 89.35

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

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