NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 86.02 87.34 1.32 1.5% 85.79
High 87.78 87.61 -0.17 -0.2% 90.22
Low 85.21 86.40 1.19 1.4% 85.16
Close 87.16 86.70 -0.46 -0.5% 87.16
Range 2.57 1.21 -1.36 -52.9% 5.06
ATR 2.21 2.14 -0.07 -3.2% 0.00
Volume 41,817 54,373 12,556 30.0% 253,449
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 90.53 89.83 87.37
R3 89.32 88.62 87.03
R2 88.11 88.11 86.92
R1 87.41 87.41 86.81 87.16
PP 86.90 86.90 86.90 86.78
S1 86.20 86.20 86.59 85.95
S2 85.69 85.69 86.48
S3 84.48 84.99 86.37
S4 83.27 83.78 86.03
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 102.69 99.99 89.94
R3 97.63 94.93 88.55
R2 92.57 92.57 88.09
R1 89.87 89.87 87.62 91.22
PP 87.51 87.51 87.51 88.19
S1 84.81 84.81 86.70 86.16
S2 82.45 82.45 86.23
S3 77.39 79.75 85.77
S4 72.33 74.69 84.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.22 85.16 5.06 5.8% 2.71 3.1% 30% False False 46,999
10 90.22 85.16 5.06 5.8% 2.13 2.5% 30% False False 43,946
20 94.42 85.16 9.26 10.7% 2.06 2.4% 17% False False 34,034
40 98.00 85.16 12.84 14.8% 2.16 2.5% 12% False False 26,144
60 101.53 85.16 16.37 18.9% 2.05 2.4% 9% False False 22,040
80 101.53 85.16 16.37 18.9% 1.95 2.3% 9% False False 18,562
100 101.53 80.09 21.44 24.7% 1.97 2.3% 31% False False 16,024
120 101.53 80.09 21.44 24.7% 1.89 2.2% 31% False False 14,068
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 92.75
2.618 90.78
1.618 89.57
1.000 88.82
0.618 88.36
HIGH 87.61
0.618 87.15
0.500 87.01
0.382 86.86
LOW 86.40
0.618 85.65
1.000 85.19
1.618 84.44
2.618 83.23
4.250 81.26
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 87.01 86.63
PP 86.90 86.56
S1 86.80 86.50

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

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