NYMEX Light Sweet Crude Oil Future November 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 91.58 91.75 0.17 0.2% 93.14
High 92.50 92.27 -0.23 -0.2% 94.19
Low 91.13 91.46 0.33 0.4% 90.53
Close 91.66 91.88 0.22 0.2% 91.88
Range 1.37 0.81 -0.56 -40.9% 3.66
ATR 1.78 1.71 -0.07 -3.9% 0.00
Volume 10,166 5,486 -4,680 -46.0% 35,446
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 94.30 93.90 92.33
R3 93.49 93.09 92.10
R2 92.68 92.68 92.03
R1 92.28 92.28 91.95 92.48
PP 91.87 91.87 91.87 91.97
S1 91.47 91.47 91.81 91.67
S2 91.06 91.06 91.73
S3 90.25 90.66 91.66
S4 89.44 89.85 91.43
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 103.18 101.19 93.89
R3 99.52 97.53 92.89
R2 95.86 95.86 92.55
R1 93.87 93.87 92.22 93.04
PP 92.20 92.20 92.20 91.78
S1 90.21 90.21 91.54 89.38
S2 88.54 88.54 91.21
S3 84.88 86.55 90.87
S4 81.22 82.89 89.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.19 90.53 3.66 4.0% 1.55 1.7% 37% False False 7,089
10 96.84 90.53 6.31 6.9% 1.67 1.8% 21% False False 8,098
20 107.15 90.53 16.62 18.1% 1.74 1.9% 8% False False 9,336
40 107.51 90.53 16.98 18.5% 1.58 1.7% 8% False False 8,660
60 109.80 90.53 19.27 21.0% 1.49 1.6% 7% False False 8,010
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 0.31
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 95.71
2.618 94.39
1.618 93.58
1.000 93.08
0.618 92.77
HIGH 92.27
0.618 91.96
0.500 91.87
0.382 91.77
LOW 91.46
0.618 90.96
1.000 90.65
1.618 90.15
2.618 89.34
4.250 88.02
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 91.88 91.80
PP 91.87 91.71
S1 91.87 91.63

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

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