NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 90.20 90.57 0.37 0.4% 88.08
High 91.06 90.60 -0.46 -0.5% 91.06
Low 89.78 88.53 -1.25 -1.4% 87.58
Close 90.69 89.23 -1.46 -1.6% 89.23
Range 1.28 2.07 0.79 61.7% 3.48
ATR 1.58 1.62 0.04 2.6% 0.00
Volume 55,677 51,873 -3,804 -6.8% 285,126
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.66 94.52 90.37
R3 93.59 92.45 89.80
R2 91.52 91.52 89.61
R1 90.38 90.38 89.42 89.92
PP 89.45 89.45 89.45 89.22
S1 88.31 88.31 89.04 87.85
S2 87.38 87.38 88.85
S3 85.31 86.24 88.66
S4 83.24 84.17 88.09
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 99.73 97.96 91.14
R3 96.25 94.48 90.19
R2 92.77 92.77 89.87
R1 91.00 91.00 89.55 91.89
PP 89.29 89.29 89.29 89.73
S1 87.52 87.52 88.91 88.41
S2 85.81 85.81 88.59
S3 82.33 84.04 88.27
S4 78.85 80.56 87.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.06 87.58 3.48 3.9% 1.48 1.7% 47% False False 57,025
10 91.06 86.40 4.66 5.2% 1.38 1.5% 61% False False 57,902
20 91.53 86.40 5.13 5.7% 1.49 1.7% 55% False False 45,758
40 91.53 85.80 5.73 6.4% 1.70 1.9% 60% False False 39,740
60 95.21 85.80 9.41 10.5% 1.83 2.1% 36% False False 33,147
80 101.78 85.80 15.98 17.9% 1.89 2.1% 21% False False 29,097
100 101.78 85.80 15.98 17.9% 1.82 2.0% 21% False False 25,759
120 101.78 85.80 15.98 17.9% 1.78 2.0% 21% False False 22,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 99.40
2.618 96.02
1.618 93.95
1.000 92.67
0.618 91.88
HIGH 90.60
0.618 89.81
0.500 89.57
0.382 89.32
LOW 88.53
0.618 87.25
1.000 86.46
1.618 85.18
2.618 83.11
4.250 79.73
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 89.57 89.80
PP 89.45 89.61
S1 89.34 89.42

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

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