NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 85.80 87.30 1.50 1.7% 86.61
High 87.39 89.80 2.41 2.8% 87.39
Low 85.41 87.11 1.70 2.0% 85.10
Close 86.92 89.28 2.36 2.7% 86.92
Range 1.98 2.69 0.71 35.9% 2.29
ATR 2.10 2.16 0.06 2.6% 0.00
Volume 271,209 247,078 -24,131 -8.9% 1,070,193
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 96.80 95.73 90.76
R3 94.11 93.04 90.02
R2 91.42 91.42 89.77
R1 90.35 90.35 89.53 90.89
PP 88.73 88.73 88.73 89.00
S1 87.66 87.66 89.03 88.20
S2 86.04 86.04 88.79
S3 83.35 84.97 88.54
S4 80.66 82.28 87.80
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 89.80 85.10 4.70 5.3% 1.97 2.2% 89% True False 240,197
10 89.80 84.53 5.27 5.9% 2.36 2.6% 90% True False 168,730
20 89.80 84.53 5.27 5.9% 2.12 2.4% 90% True False 115,410
40 94.46 84.53 9.93 11.1% 2.18 2.4% 48% False False 76,150
60 101.19 84.53 16.66 18.7% 2.17 2.4% 29% False False 58,315
80 101.19 84.53 16.66 18.7% 2.07 2.3% 29% False False 47,765
100 101.19 80.68 20.51 23.0% 2.11 2.4% 42% False False 40,327
120 101.19 79.69 21.50 24.1% 2.14 2.4% 45% False False 35,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 101.23
2.618 96.84
1.618 94.15
1.000 92.49
0.618 91.46
HIGH 89.80
0.618 88.77
0.500 88.46
0.382 88.14
LOW 87.11
0.618 85.45
1.000 84.42
1.618 82.76
2.618 80.07
4.250 75.68
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 89.01 88.67
PP 88.73 88.06
S1 88.46 87.45

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

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