NYMEX Light Sweet Crude Oil Future December 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	92.18	91.99	-0.19	-0.2%	92.50
High	93.44	92.02	-1.42	-1.5%	94.45
Low	91.50	88.61	-2.89	-3.2%	90.63
Close	92.12	89.14	-2.98	-3.2%	92.08
Range	1.94	3.41	1.47	75.8%	3.82
ATR	1.91	2.02	0.11	6.0%	0.00
Volume	24,620	39,535	14,915	60.6%	194,678

Daily Pivots for day following 30-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.15	98.06	91.02
R3	96.74	94.65	90.08
R2	93.33	93.33	89.77
R1	91.24	91.24	89.45	90.58
PP	89.92	89.92	89.92	89.60
S1	87.83	87.83	88.83	87.17
S2	86.51	86.51	88.51
S3	83.10	84.42	88.20
S4	79.69	81.01	87.26

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	93.44	88.61	4.83	5.4%	2.03	2.3%	11%	False	True	37,498
10	95.71	88.61	7.10	8.0%	2.00	2.2%	7%	False	True	40,118
20	106.92	88.61	18.31	20.5%	2.14	2.4%	3%	False	True	46,988
40	107.53	88.61	18.92	21.2%	1.85	2.1%	3%	False	True	44,215

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	0.39
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	106.51
2.618	100.95
1.618	97.54
1.000	95.43
0.618	94.13
HIGH	92.02
0.618	90.72
0.500	90.32
0.382	89.91
LOW	88.61
0.618	86.50
1.000	85.20
1.618	83.09
2.618	79.68
4.250	74.12

Fisher Pivots for day following 30-May-2012
Pivot	1 day	3 day
R1	90.32	91.03
PP	89.92	90.40
S1	89.53	89.77

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