NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 89.60 87.95 -1.65 -1.8% 87.34
High 89.70 88.51 -1.19 -1.3% 87.91
Low 86.73 87.00 0.27 0.3% 85.70
Close 87.35 87.98 0.63 0.7% 87.47
Range 2.97 1.51 -1.46 -49.2% 2.21
ATR 2.17 2.13 -0.05 -2.2% 0.00
Volume 51,249 78,213 26,964 52.6% 275,379
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.36 91.68 88.81
R3 90.85 90.17 88.40
R2 89.34 89.34 88.26
R1 88.66 88.66 88.12 89.00
PP 87.83 87.83 87.83 88.00
S1 87.15 87.15 87.84 87.49
S2 86.32 86.32 87.70
S3 84.81 85.64 87.56
S4 83.30 84.13 87.15
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.66 92.77 88.69
R3 91.45 90.56 88.08
R2 89.24 89.24 87.88
R1 88.35 88.35 87.67 88.80
PP 87.03 87.03 87.03 87.25
S1 86.14 86.14 87.27 86.59
S2 84.82 84.82 87.06
S3 82.61 83.93 86.86
S4 80.40 81.72 86.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.31 85.70 4.61 5.2% 2.22 2.5% 49% False False 60,553
10 90.31 85.21 5.10 5.8% 1.93 2.2% 54% False False 55,912
20 90.31 85.16 5.15 5.9% 1.98 2.3% 55% False False 47,605
40 94.87 85.16 9.71 11.0% 2.12 2.4% 29% False False 33,900
60 101.53 85.16 16.37 18.6% 2.10 2.4% 17% False False 27,752
80 101.53 85.16 16.37 18.6% 1.97 2.2% 17% False False 23,193
100 101.53 85.16 16.37 18.6% 1.95 2.2% 17% False False 19,741
120 101.53 80.09 21.44 24.4% 1.95 2.2% 37% False False 17,316
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 94.93
2.618 92.46
1.618 90.95
1.000 90.02
0.618 89.44
HIGH 88.51
0.618 87.93
0.500 87.76
0.382 87.58
LOW 87.00
0.618 86.07
1.000 85.49
1.618 84.56
2.618 83.05
4.250 80.58
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 87.91 88.52
PP 87.83 88.34
S1 87.76 88.16

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

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