NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 86.77 85.80 -0.97 -1.1% 86.61
High 87.25 87.39 0.14 0.2% 87.39
Low 85.10 85.41 0.31 0.4% 85.10
Close 85.87 86.92 1.05 1.2% 86.92
Range 2.15 1.98 -0.17 -7.9% 2.29
ATR 2.11 2.10 -0.01 -0.5% 0.00
Volume 275,993 271,209 -4,784 -1.7% 1,070,193
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.51 91.70 88.01
R3 90.53 89.72 87.46
R2 88.55 88.55 87.28
R1 87.74 87.74 87.10 88.15
PP 86.57 86.57 86.57 86.78
S1 85.76 85.76 86.74 86.17
S2 84.59 84.59 86.56
S3 82.61 83.78 86.38
S4 80.63 81.80 85.83
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.34 92.42 88.18
R3 91.05 90.13 87.55
R2 88.76 88.76 87.34
R1 87.84 87.84 87.13 88.30
PP 86.47 86.47 86.47 86.70
S1 85.55 85.55 86.71 86.01
S2 84.18 84.18 86.50
S3 81.89 83.26 86.29
S4 79.60 80.97 85.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.39 85.10 2.29 2.6% 1.68 1.9% 79% True False 214,038
10 89.67 84.53 5.14 5.9% 2.25 2.6% 46% False False 154,751
20 91.75 84.53 7.22 8.3% 2.11 2.4% 33% False False 105,554
40 94.46 84.53 9.93 11.4% 2.16 2.5% 24% False False 70,560
60 101.19 84.53 16.66 19.2% 2.16 2.5% 14% False False 54,431
80 101.19 84.53 16.66 19.2% 2.05 2.4% 14% False False 44,759
100 101.19 79.69 21.50 24.7% 2.12 2.4% 34% False False 37,938
120 101.19 79.69 21.50 24.7% 2.14 2.5% 34% False False 33,073
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.81
2.618 92.57
1.618 90.59
1.000 89.37
0.618 88.61
HIGH 87.39
0.618 86.63
0.500 86.40
0.382 86.17
LOW 85.41
0.618 84.19
1.000 83.43
1.618 82.21
2.618 80.23
4.250 77.00
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 86.75 86.70
PP 86.57 86.47
S1 86.40 86.25

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

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