NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 96.92 95.84 -1.08 -1.1% 99.04
High 96.92 97.00 0.08 0.1% 99.53
Low 95.64 94.91 -0.73 -0.8% 96.97
Close 96.46 95.74 -0.72 -0.7% 97.76
Range 1.28 2.09 0.81 63.3% 2.56
ATR 1.60 1.63 0.04 2.2% 0.00
Volume 4,560 4,053 -507 -11.1% 31,294
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 102.15 101.04 96.89
R3 100.06 98.95 96.31
R2 97.97 97.97 96.12
R1 96.86 96.86 95.93 96.37
PP 95.88 95.88 95.88 95.64
S1 94.77 94.77 95.55 94.28
S2 93.79 93.79 95.36
S3 91.70 92.68 95.17
S4 89.61 90.59 94.59
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 105.77 104.32 99.17
R3 103.21 101.76 98.46
R2 100.65 100.65 98.23
R1 99.20 99.20 97.99 98.65
PP 98.09 98.09 98.09 97.81
S1 96.64 96.64 97.53 96.09
S2 95.53 95.53 97.29
S3 92.97 94.08 97.06
S4 90.41 91.52 96.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.04 94.91 4.13 4.3% 1.51 1.6% 20% False True 5,220
10 106.82 94.91 11.91 12.4% 1.89 2.0% 7% False True 6,222
20 107.14 94.91 12.23 12.8% 1.44 1.5% 7% False True 5,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 105.88
2.618 102.47
1.618 100.38
1.000 99.09
0.618 98.29
HIGH 97.00
0.618 96.20
0.500 95.96
0.382 95.71
LOW 94.91
0.618 93.62
1.000 92.82
1.618 91.53
2.618 89.44
4.250 86.03
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 95.96 96.75
PP 95.88 96.41
S1 95.81 96.08

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

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