NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 86.13 85.81 -0.32 -0.4% 85.22
High 86.44 87.06 0.62 0.7% 89.67
Low 85.10 85.39 0.29 0.3% 84.53
Close 85.84 86.75 0.91 1.1% 86.55
Range 1.34 1.67 0.33 24.6% 5.14
ATR 2.14 2.11 -0.03 -1.6% 0.00
Volume 211,605 195,104 -16,501 -7.8% 477,319
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.41 90.75 87.67
R3 89.74 89.08 87.21
R2 88.07 88.07 87.06
R1 87.41 87.41 86.90 87.74
PP 86.40 86.40 86.40 86.57
S1 85.74 85.74 86.60 86.07
S2 84.73 84.73 86.44
S3 83.06 84.07 86.29
S4 81.39 82.40 85.83
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 87.24 84.61 2.63 3.0% 1.67 1.9% 81% False False 145,844
10 89.67 84.53 5.14 5.9% 2.23 2.6% 43% False False 113,312
20 93.98 84.53 9.45 10.9% 2.16 2.5% 23% False False 82,001
40 94.46 84.53 9.93 11.4% 2.14 2.5% 22% False False 58,019
60 101.19 84.53 16.66 19.2% 2.15 2.5% 13% False False 45,994
80 101.19 84.53 16.66 19.2% 2.05 2.4% 13% False False 38,163
100 101.19 79.69 21.50 24.8% 2.10 2.4% 33% False False 32,674
120 101.19 79.69 21.50 24.8% 2.14 2.5% 33% False False 28,576
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.16
2.618 91.43
1.618 89.76
1.000 88.73
0.618 88.09
HIGH 87.06
0.618 86.42
0.500 86.23
0.382 86.03
LOW 85.39
0.618 84.36
1.000 83.72
1.618 82.69
2.618 81.02
4.250 78.29
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 86.58 86.53
PP 86.40 86.30
S1 86.23 86.08

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

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