NYMEX Light Sweet Crude Oil Future December 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	92.50	94.27	1.77	1.9%	97.00
High	94.45	94.37	-0.08	-0.1%	97.33
Low	92.28	92.47	0.19	0.2%	92.43
Close	93.98	93.08	-0.90	-1.0%	92.95
Range	2.17	1.90	-0.27	-12.4%	4.90
ATR	1.97	1.97	-0.01	-0.3%	0.00
Volume	37,921	33,422	-4,499	-11.9%	212,735

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.01	97.94	94.13
R3	97.11	96.04	93.60
R2	95.21	95.21	93.43
R1	94.14	94.14	93.25	93.73
PP	93.31	93.31	93.31	93.10
S1	92.24	92.24	92.91	91.83
S2	91.41	91.41	92.73
S3	89.51	90.34	92.56
S4	87.61	88.44	92.04

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.94	105.84	95.65
R3	104.04	100.94	94.30
R2	99.14	99.14	93.85
R1	96.04	96.04	93.40	95.14
PP	94.24	94.24	94.24	93.79
S1	91.14	91.14	92.50	90.24
S2	89.34	89.34	92.05
S3	84.44	86.24	91.60
S4	79.54	81.34	90.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.71	92.28	3.43	3.7%	1.98	2.1%	23%	False	False	42,739
10	99.00	92.28	6.72	7.2%	1.90	2.0%	12%	False	False	42,317
20	107.29	92.28	15.01	16.1%	1.94	2.1%	5%	False	False	47,104
40	109.39	92.28	17.11	18.4%	1.88	2.0%	5%	False	False	43,865

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	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.45
2.618	99.34
1.618	97.44
1.000	96.27
0.618	95.54
HIGH	94.37
0.618	93.64
0.500	93.42
0.382	93.20
LOW	92.47
0.618	91.30
1.000	90.57
1.618	89.40
2.618	87.50
4.250	84.40

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	93.42	93.37
PP	93.31	93.27
S1	93.19	93.18

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols