NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 87.28 87.54 0.26 0.3% 87.30
High 87.89 88.53 0.64 0.7% 89.80
Low 86.37 86.71 0.34 0.4% 86.17
Close 87.38 88.28 0.90 1.0% 88.28
Range 1.52 1.82 0.30 19.7% 3.63
ATR 2.18 2.15 -0.03 -1.2% 0.00
Volume 220,980 104,944 -116,036 -52.5% 895,632
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.30 92.61 89.28
R3 91.48 90.79 88.78
R2 89.66 89.66 88.61
R1 88.97 88.97 88.45 89.32
PP 87.84 87.84 87.84 88.01
S1 87.15 87.15 88.11 87.50
S2 86.02 86.02 87.95
S3 84.20 85.33 87.78
S4 82.38 83.51 87.28
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 98.97 97.26 90.28
R3 95.34 93.63 89.28
R2 91.71 91.71 88.95
R1 90.00 90.00 88.61 90.86
PP 88.08 88.08 88.08 88.51
S1 86.37 86.37 87.95 87.23
S2 84.45 84.45 87.61
S3 80.82 82.74 87.28
S4 77.19 79.11 86.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.80 85.41 4.39 5.0% 2.21 2.5% 65% False False 233,368
10 89.80 84.61 5.19 5.9% 2.01 2.3% 71% False False 206,885
20 89.80 84.53 5.27 6.0% 2.06 2.3% 71% False False 138,519
40 94.46 84.53 9.93 11.2% 2.16 2.4% 38% False False 90,231
60 101.19 84.53 16.66 18.9% 2.18 2.5% 23% False False 68,409
80 101.19 84.53 16.66 18.9% 2.09 2.4% 23% False False 55,482
100 101.19 84.53 16.66 18.9% 2.05 2.3% 23% False False 46,486
120 101.19 79.69 21.50 24.4% 2.13 2.4% 40% False False 40,282
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.27
2.618 93.29
1.618 91.47
1.000 90.35
0.618 89.65
HIGH 88.53
0.618 87.83
0.500 87.62
0.382 87.41
LOW 86.71
0.618 85.59
1.000 84.89
1.618 83.77
2.618 81.95
4.250 78.98
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 88.06 88.08
PP 87.84 87.88
S1 87.62 87.68

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

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