NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 87.20 88.30 1.10 1.3% 88.82
High 89.28 89.59 0.31 0.3% 89.59
Low 87.20 88.09 0.89 1.0% 86.01
Close 88.66 89.49 0.83 0.9% 89.49
Range 2.08 1.50 -0.58 -27.9% 3.58
ATR 1.99 1.95 -0.03 -1.8% 0.00
Volume 53,683 66,171 12,488 23.3% 202,843
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.56 93.02 90.32
R3 92.06 91.52 89.90
R2 90.56 90.56 89.77
R1 90.02 90.02 89.63 90.29
PP 89.06 89.06 89.06 89.19
S1 88.52 88.52 89.35 88.79
S2 87.56 87.56 89.22
S3 86.06 87.02 89.08
S4 84.56 85.52 88.67
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.10 97.88 91.46
R3 95.52 94.30 90.47
R2 91.94 91.94 90.15
R1 90.72 90.72 89.82 91.33
PP 88.36 88.36 88.36 88.67
S1 87.14 87.14 89.16 87.75
S2 84.78 84.78 88.83
S3 81.20 83.56 88.51
S4 77.62 79.98 87.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.59 86.01 3.58 4.0% 1.59 1.8% 97% True False 40,568
10 90.31 86.00 4.31 4.8% 1.87 2.1% 81% False False 49,445
20 90.31 85.16 5.15 5.8% 2.06 2.3% 84% False False 51,279
40 94.87 85.16 9.71 10.9% 2.00 2.2% 45% False False 37,733
60 101.53 85.16 16.37 18.3% 2.08 2.3% 26% False False 30,996
80 101.53 85.16 16.37 18.3% 1.95 2.2% 26% False False 25,712
100 101.53 85.16 16.37 18.3% 1.91 2.1% 26% False False 21,980
120 101.53 80.09 21.44 24.0% 1.96 2.2% 44% False False 19,210
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.97
2.618 93.52
1.618 92.02
1.000 91.09
0.618 90.52
HIGH 89.59
0.618 89.02
0.500 88.84
0.382 88.66
LOW 88.09
0.618 87.16
1.000 86.59
1.618 85.66
2.618 84.16
4.250 81.72
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 89.27 88.93
PP 89.06 88.36
S1 88.84 87.80

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

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