NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 86.27 86.24 -0.03 0.0% 89.45
High 86.88 88.20 1.32 1.5% 90.90
Low 85.76 86.21 0.45 0.5% 86.28
Close 86.32 87.31 0.99 1.1% 86.50
Range 1.12 1.99 0.87 77.7% 4.62
ATR 1.79 1.80 0.01 0.8% 0.00
Volume 90,078 140,657 50,579 56.2% 287,796
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.21 92.25 88.40
R3 91.22 90.26 87.86
R2 89.23 89.23 87.67
R1 88.27 88.27 87.49 88.75
PP 87.24 87.24 87.24 87.48
S1 86.28 86.28 87.13 86.76
S2 85.25 85.25 86.95
S3 83.26 84.29 86.76
S4 81.27 82.30 86.22
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 101.75 98.75 89.04
R3 97.13 94.13 87.77
R2 92.51 92.51 87.35
R1 89.51 89.51 86.92 88.70
PP 87.89 87.89 87.89 87.49
S1 84.89 84.89 86.08 84.08
S2 83.27 83.27 85.65
S3 78.65 80.27 85.23
S4 74.03 75.65 83.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.80 85.76 3.04 3.5% 1.64 1.9% 51% False False 89,320
10 90.90 85.76 5.14 5.9% 1.66 1.9% 30% False False 72,833
20 90.90 85.70 5.20 6.0% 1.77 2.0% 31% False False 61,866
40 94.42 85.16 9.26 10.6% 1.93 2.2% 23% False False 48,473
60 97.23 85.16 12.07 13.8% 2.03 2.3% 18% False False 38,520
80 101.53 85.16 16.37 18.7% 1.98 2.3% 13% False False 32,439
100 101.53 85.16 16.37 18.7% 1.90 2.2% 13% False False 27,597
120 101.53 80.09 21.44 24.6% 1.94 2.2% 34% False False 23,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.66
2.618 93.41
1.618 91.42
1.000 90.19
0.618 89.43
HIGH 88.20
0.618 87.44
0.500 87.21
0.382 86.97
LOW 86.21
0.618 84.98
1.000 84.22
1.618 82.99
2.618 81.00
4.250 77.75
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 87.28 87.20
PP 87.24 87.09
S1 87.21 86.98

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

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