NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 85.45 86.61 1.16 1.4% 85.22
High 87.24 87.02 -0.22 -0.3% 89.67
Low 84.61 85.78 1.17 1.4% 84.53
Close 86.55 86.07 -0.48 -0.6% 86.55
Range 2.63 1.24 -1.39 -52.9% 5.14
ATR 2.28 2.21 -0.07 -3.3% 0.00
Volume 103,032 116,282 13,250 12.9% 477,319
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 90.01 89.28 86.75
R3 88.77 88.04 86.41
R2 87.53 87.53 86.30
R1 86.80 86.80 86.18 86.55
PP 86.29 86.29 86.29 86.16
S1 85.56 85.56 85.96 85.31
S2 85.05 85.05 85.84
S3 83.81 84.32 85.73
S4 82.57 83.08 85.39
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 6.0% 2.76 3.2% 30% False False 97,262
10 89.67 84.53 5.14 6.0% 2.19 2.5% 30% False False 81,448
20 93.98 84.53 9.45 11.0% 2.12 2.5% 16% False False 66,928
40 98.07 84.53 13.54 15.7% 2.24 2.6% 11% False False 48,939
60 101.19 84.53 16.66 19.4% 2.15 2.5% 9% False False 39,617
80 101.19 84.53 16.66 19.4% 2.08 2.4% 9% False False 33,340
100 101.19 79.69 21.50 25.0% 2.11 2.4% 30% False False 28,855
120 101.19 79.69 21.50 25.0% 2.13 2.5% 30% False False 25,274
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 0.32
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 92.29
2.618 90.27
1.618 89.03
1.000 88.26
0.618 87.79
HIGH 87.02
0.618 86.55
0.500 86.40
0.382 86.25
LOW 85.78
0.618 85.01
1.000 84.54
1.618 83.77
2.618 82.53
4.250 80.51
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 86.40 86.02
PP 86.29 85.97
S1 86.18 85.93

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

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