NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 89.04 88.57 -0.47 -0.5% 88.50
High 89.46 88.57 -0.89 -1.0% 90.82
Low 88.12 86.70 -1.42 -1.6% 87.33
Close 88.47 87.80 -0.67 -0.8% 89.56
Range 1.34 1.87 0.53 39.6% 3.49
ATR 1.91 1.90 0.00 -0.1% 0.00
Volume 23,050 27,028 3,978 17.3% 156,880
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.30 92.42 88.83
R3 91.43 90.55 88.31
R2 89.56 89.56 88.14
R1 88.68 88.68 87.97 88.19
PP 87.69 87.69 87.69 87.44
S1 86.81 86.81 87.63 86.32
S2 85.82 85.82 87.46
S3 83.95 84.94 87.29
S4 82.08 83.07 86.77
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.71 98.12 91.48
R3 96.22 94.63 90.52
R2 92.73 92.73 90.20
R1 91.14 91.14 89.88 91.94
PP 89.24 89.24 89.24 89.63
S1 87.65 87.65 89.24 88.45
S2 85.75 85.75 88.92
S3 82.26 84.16 88.60
S4 78.77 80.67 87.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.73 86.70 3.03 3.5% 1.47 1.7% 36% False True 28,188
10 90.82 86.27 4.55 5.2% 1.82 2.1% 34% False False 34,785
20 90.82 85.80 5.02 5.7% 1.92 2.2% 40% False False 33,320
40 95.21 85.80 9.41 10.7% 2.01 2.3% 21% False False 27,376
60 101.78 85.80 15.98 18.2% 2.00 2.3% 13% False False 23,782
80 101.78 85.80 15.98 18.2% 1.86 2.1% 13% False False 21,093
100 101.78 85.80 15.98 18.2% 1.82 2.1% 13% False False 18,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.52
2.618 93.47
1.618 91.60
1.000 90.44
0.618 89.73
HIGH 88.57
0.618 87.86
0.500 87.64
0.382 87.41
LOW 86.70
0.618 85.54
1.000 84.83
1.618 83.67
2.618 81.80
4.250 78.75
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 87.75 88.13
PP 87.69 88.02
S1 87.64 87.91

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

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