NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 85.81 86.77 0.96 1.1% 85.22
High 87.06 87.25 0.19 0.2% 89.67
Low 85.39 85.10 -0.29 -0.3% 84.53
Close 86.75 85.87 -0.88 -1.0% 86.55
Range 1.67 2.15 0.48 28.7% 5.14
ATR 2.11 2.11 0.00 0.1% 0.00
Volume 195,104 275,993 80,889 41.5% 477,319
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.52 91.35 87.05
R3 90.37 89.20 86.46
R2 88.22 88.22 86.26
R1 87.05 87.05 86.07 86.56
PP 86.07 86.07 86.07 85.83
S1 84.90 84.90 85.67 84.41
S2 83.92 83.92 85.48
S3 81.77 82.75 85.28
S4 79.62 80.60 84.69
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 87.25 84.61 2.64 3.1% 1.81 2.1% 48% True False 180,403
10 89.67 84.53 5.14 6.0% 2.30 2.7% 26% False False 134,513
20 93.98 84.53 9.45 11.0% 2.18 2.5% 14% False False 93,920
40 94.46 84.53 9.93 11.6% 2.14 2.5% 13% False False 64,368
60 101.19 84.53 16.66 19.4% 2.16 2.5% 8% False False 50,212
80 101.19 84.53 16.66 19.4% 2.05 2.4% 8% False False 41,479
100 101.19 79.69 21.50 25.0% 2.11 2.5% 29% False False 35,350
120 101.19 79.69 21.50 25.0% 2.14 2.5% 29% False False 30,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.39
2.618 92.88
1.618 90.73
1.000 89.40
0.618 88.58
HIGH 87.25
0.618 86.43
0.500 86.18
0.382 85.92
LOW 85.10
0.618 83.77
1.000 82.95
1.618 81.62
2.618 79.47
4.250 75.96
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 86.18 86.18
PP 86.07 86.07
S1 85.97 85.97

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

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