NYMEX Light Sweet Crude Oil Future December 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	91.87	91.94	0.07	0.1%	92.50
High	92.74	92.48	-0.26	-0.3%	94.45
Low	91.19	91.41	0.22	0.2%	90.63
Close	91.85	92.08	0.23	0.3%	92.08
Range	1.55	1.07	-0.48	-31.0%	3.82
ATR	1.97	1.91	-0.06	-3.3%	0.00
Volume	48,798	29,810	-18,988	-38.9%	194,678

Daily Pivots for day following 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.20	94.71	92.67
R3	94.13	93.64	92.37
R2	93.06	93.06	92.28
R1	92.57	92.57	92.18	92.82
PP	91.99	91.99	91.99	92.11
S1	91.50	91.50	91.98	91.75
S2	90.92	90.92	91.88
S3	89.85	90.43	91.79
S4	88.78	89.36	91.49

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.85	101.78	94.18
R3	100.03	97.96	93.13
R2	96.21	96.21	92.78
R1	94.14	94.14	92.43	93.27
PP	92.39	92.39	92.39	91.95
S1	90.32	90.32	91.73	89.45
S2	88.57	88.57	91.38
S3	84.75	86.50	91.03
S4	80.93	82.68	89.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.45	90.63	3.82	4.1%	1.77	1.9%	38%	False	False	38,935
10	97.33	90.63	6.70	7.3%	1.90	2.1%	22%	False	False	40,741
20	107.29	90.63	16.66	18.1%	2.01	2.2%	9%	False	False	46,927
40	107.68	90.63	17.05	18.5%	1.83	2.0%	9%	False	False	44,490

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	0.45
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	97.03
2.618	95.28
1.618	94.21
1.000	93.55
0.618	93.14
HIGH	92.48
0.618	92.07
0.500	91.95
0.382	91.82
LOW	91.41
0.618	90.75
1.000	90.34
1.618	89.68
2.618	88.61
4.250	86.86

Fisher Pivots for day following 25-May-2012
Pivot	1 day	3 day
R1	92.04	91.96
PP	91.99	91.84
S1	91.95	91.72

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