NYMEX Light Sweet Crude Oil Future March 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 86.84 86.83 -0.01 0.0% 90.04
High 87.51 88.75 1.24 1.4% 91.53
Low 86.40 86.83 0.43 0.5% 86.93
Close 86.94 87.89 0.95 1.1% 87.15
Range 1.11 1.92 0.81 73.0% 4.60
ATR 1.75 1.76 0.01 0.7% 0.00
Volume 56,147 58,635 2,488 4.4% 182,477
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.58 92.66 88.95
R3 91.66 90.74 88.42
R2 89.74 89.74 88.24
R1 88.82 88.82 88.07 89.28
PP 87.82 87.82 87.82 88.06
S1 86.90 86.90 87.71 87.36
S2 85.90 85.90 87.54
S3 83.98 84.98 87.36
S4 82.06 83.06 86.83
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 102.34 99.34 89.68
R3 97.74 94.74 88.42
R2 93.14 93.14 87.99
R1 90.14 90.14 87.57 89.34
PP 88.54 88.54 88.54 88.14
S1 85.54 85.54 86.73 84.74
S2 83.94 83.94 86.31
S3 79.34 80.94 85.89
S4 74.74 76.34 84.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.44 86.40 3.04 3.5% 1.62 1.8% 49% False False 48,170
10 91.53 86.40 5.13 5.8% 1.64 1.9% 29% False False 44,194
20 91.53 86.27 5.26 6.0% 1.73 2.0% 31% False False 39,490
40 94.85 85.80 9.05 10.3% 1.85 2.1% 23% False False 33,026
60 97.58 85.80 11.78 13.4% 1.95 2.2% 18% False False 28,122
80 101.78 85.80 15.98 18.2% 1.90 2.2% 13% False False 25,079
100 101.78 85.80 15.98 18.2% 1.83 2.1% 13% False False 22,115
120 101.78 80.62 21.16 24.1% 1.85 2.1% 34% False False 19,494
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.91
2.618 93.78
1.618 91.86
1.000 90.67
0.618 89.94
HIGH 88.75
0.618 88.02
0.500 87.79
0.382 87.56
LOW 86.83
0.618 85.64
1.000 84.91
1.618 83.72
2.618 81.80
4.250 78.67
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 87.86 87.79
PP 87.82 87.68
S1 87.79 87.58

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

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