NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 89.15 87.28 -1.87 -2.1% 86.61
High 89.19 87.89 -1.30 -1.5% 87.39
Low 86.17 86.37 0.20 0.2% 85.10
Close 86.75 87.38 0.63 0.7% 86.92
Range 3.02 1.52 -1.50 -49.7% 2.29
ATR 2.23 2.18 -0.05 -2.3% 0.00
Volume 322,630 220,980 -101,650 -31.5% 1,070,193
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.77 91.10 88.22
R3 90.25 89.58 87.80
R2 88.73 88.73 87.66
R1 88.06 88.06 87.52 88.40
PP 87.21 87.21 87.21 87.38
S1 86.54 86.54 87.24 86.88
S2 85.69 85.69 87.10
S3 84.17 85.02 86.96
S4 82.65 83.50 86.54
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 5.4% 2.27 2.6% 49% False False 267,578
10 89.80 84.61 5.19 5.9% 1.97 2.3% 53% False False 206,711
20 89.80 84.53 5.27 6.0% 2.04 2.3% 54% False False 136,880
40 94.46 84.53 9.93 11.4% 2.17 2.5% 29% False False 88,609
60 101.19 84.53 16.66 19.1% 2.18 2.5% 17% False False 66,898
80 101.19 84.53 16.66 19.1% 2.09 2.4% 17% False False 54,341
100 101.19 84.53 16.66 19.1% 2.07 2.4% 17% False False 45,528
120 101.19 79.69 21.50 24.6% 2.13 2.4% 36% False False 39,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 94.35
2.618 91.87
1.618 90.35
1.000 89.41
0.618 88.83
HIGH 87.89
0.618 87.31
0.500 87.13
0.382 86.95
LOW 86.37
0.618 85.43
1.000 84.85
1.618 83.91
2.618 82.39
4.250 79.91
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 87.30 87.99
PP 87.21 87.78
S1 87.13 87.58

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

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