NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 87.94 87.20 -0.74 -0.8% 87.93
High 87.96 89.28 1.32 1.5% 90.31
Low 86.01 87.20 1.19 1.4% 86.73
Close 87.13 88.66 1.53 1.8% 88.90
Range 1.95 2.08 0.13 6.7% 3.58
ATR 1.97 1.99 0.01 0.6% 0.00
Volume 39,114 53,683 14,569 37.2% 247,988
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.62 93.72 89.80
R3 92.54 91.64 89.23
R2 90.46 90.46 89.04
R1 89.56 89.56 88.85 90.01
PP 88.38 88.38 88.38 88.61
S1 87.48 87.48 88.47 87.93
S2 86.30 86.30 88.28
S3 84.22 85.40 88.09
S4 82.14 83.32 87.52
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.39 97.72 90.87
R3 95.81 94.14 89.88
R2 92.23 92.23 89.56
R1 90.56 90.56 89.23 91.40
PP 88.65 88.65 88.65 89.06
S1 86.98 86.98 88.57 87.82
S2 85.07 85.07 88.24
S3 81.49 83.40 87.92
S4 77.91 79.82 86.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.28 86.01 3.27 3.7% 1.64 1.8% 81% True False 38,428
10 90.31 85.70 4.61 5.2% 1.93 2.2% 64% False False 49,490
20 90.31 85.16 5.15 5.8% 2.05 2.3% 68% False False 49,792
40 94.87 85.16 9.71 11.0% 2.06 2.3% 36% False False 36,834
60 101.53 85.16 16.37 18.5% 2.11 2.4% 21% False False 30,093
80 101.53 85.16 16.37 18.5% 1.95 2.2% 21% False False 25,004
100 101.53 85.16 16.37 18.5% 1.91 2.2% 21% False False 21,365
120 101.53 80.09 21.44 24.2% 1.95 2.2% 40% False False 18,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.12
2.618 94.73
1.618 92.65
1.000 91.36
0.618 90.57
HIGH 89.28
0.618 88.49
0.500 88.24
0.382 87.99
LOW 87.20
0.618 85.91
1.000 85.12
1.618 83.83
2.618 81.75
4.250 78.36
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 88.52 88.32
PP 88.38 87.98
S1 88.24 87.65

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

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