NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 87.33 86.57 -0.76 -0.9% 87.30
High 87.34 88.69 1.35 1.5% 89.80
Low 85.36 86.55 1.19 1.4% 86.17
Close 86.49 88.07 1.58 1.8% 88.28
Range 1.98 2.14 0.16 8.1% 3.63
ATR 2.02 2.03 0.01 0.6% 0.00
Volume 249,744 270,030 20,286 8.1% 895,632
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.19 93.27 89.25
R3 92.05 91.13 88.66
R2 89.91 89.91 88.46
R1 88.99 88.99 88.27 89.45
PP 87.77 87.77 87.77 88.00
S1 86.85 86.85 87.87 87.31
S2 85.63 85.63 87.68
S3 83.49 84.71 87.48
S4 81.35 82.57 86.89
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 88.69 85.36 3.33 3.8% 1.68 1.9% 81% True False 198,356
10 89.80 85.10 4.70 5.3% 1.97 2.2% 63% False False 232,967
20 89.80 84.53 5.27 6.0% 2.10 2.4% 67% False False 173,139
40 94.46 84.53 9.93 11.3% 2.12 2.4% 36% False False 110,190
60 101.19 84.53 16.66 18.9% 2.17 2.5% 21% False False 81,942
80 101.19 84.53 16.66 18.9% 2.04 2.3% 21% False False 65,800
100 101.19 84.53 16.66 18.9% 2.03 2.3% 21% False False 54,974
120 101.19 79.69 21.50 24.4% 2.09 2.4% 39% False False 47,319
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 0.31
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.79
2.618 94.29
1.618 92.15
1.000 90.83
0.618 90.01
HIGH 88.69
0.618 87.87
0.500 87.62
0.382 87.37
LOW 86.55
0.618 85.23
1.000 84.41
1.618 83.09
2.618 80.95
4.250 77.46
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 87.92 87.72
PP 87.77 87.37
S1 87.62 87.03

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

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