NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 86.61 86.13 -0.48 -0.6% 85.22
High 87.02 86.44 -0.58 -0.7% 89.67
Low 85.78 85.10 -0.68 -0.8% 84.53
Close 86.07 85.84 -0.23 -0.3% 86.55
Range 1.24 1.34 0.10 8.1% 5.14
ATR 2.21 2.14 -0.06 -2.8% 0.00
Volume 116,282 211,605 95,323 82.0% 477,319
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 89.81 89.17 86.58
R3 88.47 87.83 86.21
R2 87.13 87.13 86.09
R1 86.49 86.49 85.96 86.14
PP 85.79 85.79 85.79 85.62
S1 85.15 85.15 85.72 84.80
S2 84.45 84.45 85.59
S3 83.11 83.81 85.47
S4 81.77 82.47 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 89.26 84.53 4.73 5.5% 2.28 2.7% 28% False False 123,464
10 89.67 84.53 5.14 6.0% 2.21 2.6% 25% False False 97,761
20 93.98 84.53 9.45 11.0% 2.14 2.5% 14% False False 74,372
40 97.05 84.53 12.52 14.6% 2.22 2.6% 10% False False 53,592
60 101.19 84.53 16.66 19.4% 2.15 2.5% 8% False False 42,954
80 101.19 84.53 16.66 19.4% 2.05 2.4% 8% False False 35,837
100 101.19 79.69 21.50 25.0% 2.10 2.4% 29% False False 30,821
120 101.19 79.69 21.50 25.0% 2.13 2.5% 29% False False 26,990
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.14
2.618 89.95
1.618 88.61
1.000 87.78
0.618 87.27
HIGH 86.44
0.618 85.93
0.500 85.77
0.382 85.61
LOW 85.10
0.618 84.27
1.000 83.76
1.618 82.93
2.618 81.59
4.250 79.41
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 85.82 85.93
PP 85.79 85.90
S1 85.77 85.87

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

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