NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 84.85 85.45 0.60 0.7% 85.22
High 86.18 87.24 1.06 1.2% 89.67
Low 84.72 84.61 -0.11 -0.1% 84.53
Close 85.56 86.55 0.99 1.2% 86.55
Range 1.46 2.63 1.17 80.1% 5.14
ATR 2.25 2.28 0.03 1.2% 0.00
Volume 103,199 103,032 -167 -0.2% 477,319
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.02 92.92 88.00
R3 91.39 90.29 87.27
R2 88.76 88.76 87.03
R1 87.66 87.66 86.79 88.21
PP 86.13 86.13 86.13 86.41
S1 85.03 85.03 86.31 85.58
S2 83.50 83.50 86.07
S3 80.87 82.40 85.83
S4 78.24 79.77 85.10
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 102.34 99.58 89.38
R3 97.20 94.44 87.96
R2 92.06 92.06 87.49
R1 89.30 89.30 87.02 90.68
PP 86.92 86.92 86.92 87.61
S1 84.16 84.16 86.08 85.54
S2 81.78 81.78 85.61
S3 76.64 79.02 85.14
S4 71.50 73.88 83.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.67 84.53 5.14 5.9% 2.82 3.3% 39% False False 95,463
10 89.67 84.53 5.14 5.9% 2.24 2.6% 39% False False 74,909
20 93.98 84.53 9.45 10.9% 2.17 2.5% 21% False False 62,542
40 100.36 84.53 15.83 18.3% 2.32 2.7% 13% False False 47,146
60 101.19 84.53 16.66 19.2% 2.14 2.5% 12% False False 37,971
80 101.19 84.53 16.66 19.2% 2.08 2.4% 12% False False 32,134
100 101.19 79.69 21.50 24.8% 2.12 2.5% 32% False False 27,868
120 101.19 79.69 21.50 24.8% 2.13 2.5% 32% False False 24,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.42
2.618 94.13
1.618 91.50
1.000 89.87
0.618 88.87
HIGH 87.24
0.618 86.24
0.500 85.93
0.382 85.61
LOW 84.61
0.618 82.98
1.000 81.98
1.618 80.35
2.618 77.72
4.250 73.43
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 86.34 86.90
PP 86.13 86.78
S1 85.93 86.67

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

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