NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 92.22 93.00 0.78 0.8% 93.70
High 92.45 93.53 1.08 1.2% 94.30
Low 91.60 91.84 0.24 0.3% 90.83
Close 92.26 92.32 0.06 0.1% 92.26
Range 0.85 1.69 0.84 98.8% 3.47
ATR 1.59 1.60 0.01 0.5% 0.00
Volume 4,759 1,914 -2,845 -59.8% 22,696
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 97.63 96.67 93.25
R3 95.94 94.98 92.78
R2 94.25 94.25 92.63
R1 93.29 93.29 92.47 92.93
PP 92.56 92.56 92.56 92.38
S1 91.60 91.60 92.17 91.24
S2 90.87 90.87 92.01
S3 89.18 89.91 91.86
S4 87.49 88.22 91.39
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 102.87 101.04 94.17
R3 99.40 97.57 93.21
R2 95.93 95.93 92.90
R1 94.10 94.10 92.58 93.28
PP 92.46 92.46 92.46 92.06
S1 90.63 90.63 91.94 89.81
S2 88.99 88.99 91.62
S3 85.52 87.16 91.31
S4 82.05 83.69 90.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.90 90.83 3.07 3.3% 1.33 1.4% 49% False False 4,252
10 97.00 90.83 6.17 6.7% 1.53 1.7% 24% False False 4,257
20 107.14 90.83 16.31 17.7% 1.68 1.8% 9% False False 5,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.71
2.618 97.95
1.618 96.26
1.000 95.22
0.618 94.57
HIGH 93.53
0.618 92.88
0.500 92.69
0.382 92.49
LOW 91.84
0.618 90.80
1.000 90.15
1.618 89.11
2.618 87.42
4.250 84.66
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 92.69 92.57
PP 92.56 92.48
S1 92.44 92.40

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

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