NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 88.85 88.93 0.08 0.1% 88.21
High 90.33 89.18 -1.15 -1.3% 88.99
Low 88.66 87.57 -1.09 -1.2% 85.36
Close 89.09 88.50 -0.59 -0.7% 88.91
Range 1.67 1.61 -0.06 -3.6% 3.63
ATR 1.97 1.95 -0.03 -1.3% 0.00
Volume 235,987 206,265 -29,722 -12.6% 1,103,043
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.25 92.48 89.39
R3 91.64 90.87 88.94
R2 90.03 90.03 88.80
R1 89.26 89.26 88.65 88.84
PP 88.42 88.42 88.42 88.21
S1 87.65 87.65 88.35 87.23
S2 86.81 86.81 88.20
S3 85.20 86.04 88.06
S4 83.59 84.43 87.61
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 98.64 97.41 90.91
R3 95.01 93.78 89.91
R2 91.38 91.38 89.58
R1 90.15 90.15 89.24 90.77
PP 87.75 87.75 87.75 88.06
S1 86.52 86.52 88.58 87.14
S2 84.12 84.12 88.24
S3 80.49 82.89 87.91
S4 76.86 79.26 86.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.33 85.36 4.97 5.6% 1.78 2.0% 63% False False 235,646
10 90.33 85.36 4.97 5.6% 1.77 2.0% 63% False False 219,384
20 90.33 84.53 5.80 6.6% 2.07 2.3% 68% False False 194,057
40 94.46 84.53 9.93 11.2% 2.04 2.3% 40% False False 123,996
60 101.19 84.53 16.66 18.8% 2.14 2.4% 24% False False 91,815
80 101.19 84.53 16.66 18.8% 2.05 2.3% 24% False False 73,311
100 101.19 84.53 16.66 18.8% 2.02 2.3% 24% False False 61,260
120 101.19 79.69 21.50 24.3% 2.08 2.4% 41% False False 52,656
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.02
2.618 93.39
1.618 91.78
1.000 90.79
0.618 90.17
HIGH 89.18
0.618 88.56
0.500 88.38
0.382 88.19
LOW 87.57
0.618 86.58
1.000 85.96
1.618 84.97
2.618 83.36
4.250 80.73
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 88.46 88.90
PP 88.42 88.77
S1 88.38 88.63

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

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