NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 87.82 87.33 -0.49 -0.6% 87.30
High 88.25 87.34 -0.91 -1.0% 89.80
Low 86.83 85.36 -1.47 -1.7% 86.17
Close 87.18 86.49 -0.69 -0.8% 88.28
Range 1.42 1.98 0.56 39.4% 3.63
ATR 2.02 2.02 0.00 -0.2% 0.00
Volume 210,470 249,744 39,274 18.7% 895,632
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.34 91.39 87.58
R3 90.36 89.41 87.03
R2 88.38 88.38 86.85
R1 87.43 87.43 86.67 86.92
PP 86.40 86.40 86.40 86.14
S1 85.45 85.45 86.31 84.94
S2 84.42 84.42 86.13
S3 82.44 83.47 85.95
S4 80.46 81.49 85.40
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 88.53 85.36 3.17 3.7% 1.55 1.8% 36% False True 188,546
10 89.80 85.10 4.70 5.4% 1.93 2.2% 30% False False 225,474
20 89.80 84.53 5.27 6.1% 2.07 2.4% 37% False False 161,617
40 94.46 84.53 9.93 11.5% 2.16 2.5% 20% False False 103,990
60 101.19 84.53 16.66 19.3% 2.16 2.5% 12% False False 77,857
80 101.19 84.53 16.66 19.3% 2.04 2.4% 12% False False 62,553
100 101.19 84.53 16.66 19.3% 2.03 2.3% 12% False False 52,340
120 101.19 79.69 21.50 24.9% 2.11 2.4% 32% False False 45,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 95.76
2.618 92.52
1.618 90.54
1.000 89.32
0.618 88.56
HIGH 87.34
0.618 86.58
0.500 86.35
0.382 86.12
LOW 85.36
0.618 84.14
1.000 83.38
1.618 82.16
2.618 80.18
4.250 76.95
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 86.44 86.83
PP 86.40 86.71
S1 86.35 86.60

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

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