NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 87.54 88.21 0.67 0.8% 87.30
High 88.53 88.29 -0.24 -0.3% 89.80
Low 86.71 87.27 0.56 0.6% 86.17
Close 88.28 87.74 -0.54 -0.6% 88.28
Range 1.82 1.02 -0.80 -44.0% 3.63
ATR 2.15 2.07 -0.08 -3.8% 0.00
Volume 104,944 156,593 51,649 49.2% 895,632
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 90.83 90.30 88.30
R3 89.81 89.28 88.02
R2 88.79 88.79 87.93
R1 88.26 88.26 87.83 88.02
PP 87.77 87.77 87.77 87.64
S1 87.24 87.24 87.65 87.00
S2 86.75 86.75 87.55
S3 85.73 86.22 87.46
S4 84.71 85.20 87.18
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 86.17 3.63 4.1% 2.01 2.3% 43% False False 210,445
10 89.80 85.10 4.70 5.4% 1.85 2.1% 56% False False 212,241
20 89.80 84.53 5.27 6.0% 2.04 2.3% 61% False False 143,575
40 94.46 84.53 9.93 11.3% 2.16 2.5% 32% False False 93,599
60 101.19 84.53 16.66 19.0% 2.17 2.5% 19% False False 70,763
80 101.19 84.53 16.66 19.0% 2.07 2.4% 19% False False 57,207
100 101.19 84.53 16.66 19.0% 2.04 2.3% 19% False False 47,920
120 101.19 79.69 21.50 24.5% 2.13 2.4% 37% False False 41,538
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 28 trading days
Fibonacci Retracements and Extensions
4.250 92.63
2.618 90.96
1.618 89.94
1.000 89.31
0.618 88.92
HIGH 88.29
0.618 87.90
0.500 87.78
0.382 87.66
LOW 87.27
0.618 86.64
1.000 86.25
1.618 85.62
2.618 84.60
4.250 82.94
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 87.78 87.64
PP 87.77 87.55
S1 87.75 87.45

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

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