NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 85.70 85.69 -0.01 0.0% 88.85
High 86.37 87.68 1.31 1.5% 90.33
Low 85.21 85.68 0.47 0.6% 85.68
Close 85.79 86.77 0.98 1.1% 85.93
Range 1.16 2.00 0.84 72.4% 4.65
ATR 1.82 1.84 0.01 0.7% 0.00
Volume 217,859 300,353 82,494 37.9% 1,177,388
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 92.71 91.74 87.87
R3 90.71 89.74 87.32
R2 88.71 88.71 87.14
R1 87.74 87.74 86.95 88.23
PP 86.71 86.71 86.71 86.95
S1 85.74 85.74 86.59 86.23
S2 84.71 84.71 86.40
S3 82.71 83.74 86.22
S4 80.71 81.74 85.67
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 101.26 98.25 88.49
R3 96.61 93.60 87.21
R2 91.96 91.96 86.78
R1 88.95 88.95 86.36 88.13
PP 87.31 87.31 87.31 86.91
S1 84.30 84.30 85.50 83.48
S2 82.66 82.66 85.08
S3 78.01 79.65 84.65
S4 73.36 75.00 83.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.23 85.21 3.02 3.5% 1.66 1.9% 52% False False 248,820
10 90.33 85.21 5.12 5.9% 1.68 1.9% 30% False False 239,343
20 90.33 85.10 5.23 6.0% 1.81 2.1% 32% False False 232,409
40 93.98 84.53 9.45 10.9% 1.97 2.3% 24% False False 153,390
60 97.05 84.53 12.52 14.4% 2.08 2.4% 18% False False 113,198
80 101.19 84.53 16.66 19.2% 2.06 2.4% 13% False False 90,318
100 101.19 84.53 16.66 19.2% 2.00 2.3% 13% False False 75,151
120 101.19 79.69 21.50 24.8% 2.05 2.4% 33% False False 64,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.18
2.618 92.92
1.618 90.92
1.000 89.68
0.618 88.92
HIGH 87.68
0.618 86.92
0.500 86.68
0.382 86.44
LOW 85.68
0.618 84.44
1.000 83.68
1.618 82.44
2.618 80.44
4.250 77.18
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 86.74 86.66
PP 86.71 86.55
S1 86.68 86.45

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

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