NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 90.16 88.55 -1.61 -1.8% 87.83
High 90.24 89.15 -1.09 -1.2% 88.42
Low 87.33 87.67 0.34 0.4% 86.27
Close 87.98 88.61 0.63 0.7% 88.04
Range 2.91 1.48 -1.43 -49.1% 2.15
ATR 2.09 2.05 -0.04 -2.1% 0.00
Volume 35,182 49,975 14,793 42.0% 194,469
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.92 92.24 89.42
R3 91.44 90.76 89.02
R2 89.96 89.96 88.88
R1 89.28 89.28 88.75 89.62
PP 88.48 88.48 88.48 88.65
S1 87.80 87.80 88.47 88.14
S2 87.00 87.00 88.34
S3 85.52 86.32 88.20
S4 84.04 84.84 87.80
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 90.82 86.27 4.55 5.1% 2.13 2.4% 51% False False 39,831
10 90.82 85.90 4.92 5.6% 1.84 2.1% 55% False False 39,006
20 90.82 85.80 5.02 5.7% 1.89 2.1% 56% False False 33,734
40 95.21 85.80 9.41 10.6% 2.02 2.3% 30% False False 26,468
60 101.78 85.80 15.98 18.0% 2.01 2.3% 18% False False 23,167
80 101.78 85.80 15.98 18.0% 1.89 2.1% 18% False False 20,545
100 101.78 85.80 15.98 18.0% 1.85 2.1% 18% False False 17,674
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 95.44
2.618 93.02
1.618 91.54
1.000 90.63
0.618 90.06
HIGH 89.15
0.618 88.58
0.500 88.41
0.382 88.24
LOW 87.67
0.618 86.76
1.000 86.19
1.618 85.28
2.618 83.80
4.250 81.38
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 88.54 89.08
PP 88.48 88.92
S1 88.41 88.77

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

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