NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 87.84 87.01 -0.83 -0.9% 87.83
High 88.42 88.40 -0.02 0.0% 88.42
Low 86.27 86.59 0.32 0.4% 86.27
Close 87.04 88.04 1.00 1.1% 88.04
Range 2.15 1.81 -0.34 -15.8% 2.15
ATR 1.98 1.97 -0.01 -0.6% 0.00
Volume 42,530 31,097 -11,433 -26.9% 194,469
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.11 92.38 89.04
R3 91.30 90.57 88.54
R2 89.49 89.49 88.37
R1 88.76 88.76 88.21 89.13
PP 87.68 87.68 87.68 87.86
S1 86.95 86.95 87.87 87.32
S2 85.87 85.87 87.71
S3 84.06 85.14 87.54
S4 82.25 83.33 87.04
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.03 93.18 89.22
R3 91.88 91.03 88.63
R2 89.73 89.73 88.43
R1 88.88 88.88 88.24 89.31
PP 87.58 87.58 87.58 87.79
S1 86.73 86.73 87.84 87.16
S2 85.43 85.43 87.65
S3 83.28 84.58 87.45
S4 81.13 82.43 86.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.42 86.27 2.15 2.4% 1.57 1.8% 82% False False 38,893
10 90.74 85.80 4.94 5.6% 2.12 2.4% 45% False False 38,534
20 92.60 85.80 6.80 7.7% 1.96 2.2% 33% False False 30,656
40 95.21 85.80 9.41 10.7% 2.01 2.3% 24% False False 24,535
60 101.78 85.80 15.98 18.2% 1.99 2.3% 14% False False 21,805
80 101.78 85.80 15.98 18.2% 1.86 2.1% 14% False False 19,214
100 101.78 80.62 21.16 24.0% 1.91 2.2% 35% False False 16,653
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.09
2.618 93.14
1.618 91.33
1.000 90.21
0.618 89.52
HIGH 88.40
0.618 87.71
0.500 87.50
0.382 87.28
LOW 86.59
0.618 85.47
1.000 84.78
1.618 83.66
2.618 81.85
4.250 78.90
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 87.86 87.81
PP 87.68 87.58
S1 87.50 87.35

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

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