NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 86.40 86.60 0.20 0.2% 86.40
High 87.36 88.42 1.06 1.2% 90.74
Low 86.04 85.90 -0.14 -0.2% 85.80
Close 86.75 87.76 1.01 1.2% 87.76
Range 1.32 2.52 1.20 90.9% 4.94
ATR 2.10 2.13 0.03 1.4% 0.00
Volume 36,993 33,076 -3,917 -10.6% 190,876
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.92 93.86 89.15
R3 92.40 91.34 88.45
R2 89.88 89.88 88.22
R1 88.82 88.82 87.99 89.35
PP 87.36 87.36 87.36 87.63
S1 86.30 86.30 87.53 86.83
S2 84.84 84.84 87.30
S3 82.32 83.78 87.07
S4 79.80 81.26 86.37
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 102.92 100.28 90.48
R3 97.98 95.34 89.12
R2 93.04 93.04 88.67
R1 90.40 90.40 88.21 91.72
PP 88.10 88.10 88.10 88.76
S1 85.46 85.46 87.31 86.78
S2 83.16 83.16 86.85
S3 78.22 80.52 86.40
S4 73.28 75.58 85.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.74 85.80 4.94 5.6% 2.67 3.0% 40% False False 38,175
10 90.74 85.80 4.94 5.6% 2.05 2.3% 40% False False 30,273
20 94.85 85.80 9.05 10.3% 2.01 2.3% 22% False False 25,129
40 100.77 85.80 14.97 17.1% 2.16 2.5% 13% False False 22,089
60 101.78 85.80 15.98 18.2% 1.96 2.2% 12% False False 19,686
80 101.78 85.80 15.98 18.2% 1.86 2.1% 12% False False 17,221
100 101.78 80.62 21.16 24.1% 1.89 2.1% 34% False False 15,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.13
2.618 95.02
1.618 92.50
1.000 90.94
0.618 89.98
HIGH 88.42
0.618 87.46
0.500 87.16
0.382 86.86
LOW 85.90
0.618 84.34
1.000 83.38
1.618 81.82
2.618 79.30
4.250 75.19
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 87.56 88.06
PP 87.36 87.96
S1 87.16 87.86

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

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