NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 88.08 88.35 0.27 0.3% 87.27
High 88.68 89.13 0.45 0.5% 88.75
Low 87.58 88.22 0.64 0.7% 86.40
Close 88.17 88.92 0.75 0.9% 87.82
Range 1.10 0.91 -0.19 -17.3% 2.35
ATR 1.62 1.57 -0.05 -2.9% 0.00
Volume 79,880 55,821 -24,059 -30.1% 293,899
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.49 91.11 89.42
R3 90.58 90.20 89.17
R2 89.67 89.67 89.09
R1 89.29 89.29 89.00 89.48
PP 88.76 88.76 88.76 88.85
S1 88.38 88.38 88.84 88.57
S2 87.85 87.85 88.75
S3 86.94 87.47 88.67
S4 86.03 86.56 88.42
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.71 93.61 89.11
R3 92.36 91.26 88.47
R2 90.01 90.01 88.25
R1 88.91 88.91 88.04 89.46
PP 87.66 87.66 87.66 87.93
S1 86.56 86.56 87.60 87.11
S2 85.31 85.31 87.39
S3 82.96 84.21 87.17
S4 80.61 81.86 86.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.13 86.83 2.30 2.6% 1.17 1.3% 91% True False 64,563
10 90.26 86.40 3.86 4.3% 1.36 1.5% 65% False False 53,521
20 91.53 86.40 5.13 5.8% 1.53 1.7% 49% False False 44,112
40 91.53 85.80 5.73 6.4% 1.74 2.0% 54% False False 37,998
60 95.21 85.80 9.41 10.6% 1.86 2.1% 33% False False 31,324
80 101.78 85.80 15.98 18.0% 1.88 2.1% 20% False False 27,638
100 101.78 85.80 15.98 18.0% 1.80 2.0% 20% False False 24,543
120 101.78 81.83 19.95 22.4% 1.84 2.1% 36% False False 21,515
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.00
2.618 91.51
1.618 90.60
1.000 90.04
0.618 89.69
HIGH 89.13
0.618 88.78
0.500 88.68
0.382 88.57
LOW 88.22
0.618 87.66
1.000 87.31
1.618 86.75
2.618 85.84
4.250 84.35
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 88.84 88.67
PP 88.76 88.42
S1 88.68 88.17

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

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