NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 86.77 86.13 -0.64 -0.7% 85.98
High 86.97 86.92 -0.05 -0.1% 87.68
Low 85.81 86.05 0.24 0.3% 85.21
Close 85.89 86.73 0.84 1.0% 86.73
Range 1.16 0.87 -0.29 -25.0% 2.47
ATR 1.79 1.73 -0.05 -3.0% 0.00
Volume 228,417 218,265 -10,152 -4.4% 1,176,497
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 89.18 88.82 87.21
R3 88.31 87.95 86.97
R2 87.44 87.44 86.89
R1 87.08 87.08 86.81 87.26
PP 86.57 86.57 86.57 86.66
S1 86.21 86.21 86.65 86.39
S2 85.70 85.70 86.57
S3 84.83 85.34 86.49
S4 83.96 84.47 86.25
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.95 92.81 88.09
R3 91.48 90.34 87.41
R2 89.01 89.01 87.18
R1 87.87 87.87 86.96 88.44
PP 86.54 86.54 86.54 86.83
S1 85.40 85.40 86.50 85.97
S2 84.07 84.07 86.28
S3 81.60 82.93 86.05
S4 79.13 80.46 85.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.68 85.21 2.47 2.8% 1.33 1.5% 62% False False 235,299
10 90.33 85.21 5.12 5.9% 1.52 1.8% 30% False False 235,388
20 90.33 85.21 5.12 5.9% 1.72 2.0% 30% False False 231,188
40 93.98 84.53 9.45 10.9% 1.95 2.2% 23% False False 162,554
60 94.46 84.53 9.93 11.4% 2.00 2.3% 22% False False 119,975
80 101.19 84.53 16.66 19.2% 2.05 2.4% 13% False False 95,456
100 101.19 84.53 16.66 19.2% 1.99 2.3% 13% False False 79,421
120 101.19 79.69 21.50 24.8% 2.05 2.4% 33% False False 67,990
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 90.62
2.618 89.20
1.618 88.33
1.000 87.79
0.618 87.46
HIGH 86.92
0.618 86.59
0.500 86.49
0.382 86.38
LOW 86.05
0.618 85.51
1.000 85.18
1.618 84.64
2.618 83.77
4.250 82.35
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 86.65 86.71
PP 86.57 86.70
S1 86.49 86.68

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

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