NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 87.25 87.92 0.67 0.8% 87.97
High 88.10 91.29 3.19 3.6% 89.28
Low 86.81 87.92 1.11 1.3% 86.96
Close 87.91 90.87 2.96 3.4% 87.17
Range 1.29 3.37 2.08 161.2% 2.32
ATR 1.71 1.83 0.12 7.0% 0.00
Volume 21,338 15,971 -5,367 -25.2% 51,506
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 100.14 98.87 92.72
R3 96.77 95.50 91.80
R2 93.40 93.40 91.49
R1 92.13 92.13 91.18 92.77
PP 90.03 90.03 90.03 90.34
S1 88.76 88.76 90.56 89.40
S2 86.66 86.66 90.25
S3 83.29 85.39 89.94
S4 79.92 82.02 89.02
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.76 93.29 88.45
R3 92.44 90.97 87.81
R2 90.12 90.12 87.60
R1 88.65 88.65 87.38 88.23
PP 87.80 87.80 87.80 87.59
S1 86.33 86.33 86.96 85.91
S2 85.48 85.48 86.74
S3 83.16 84.01 86.53
S4 80.84 81.69 85.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.29 86.81 4.48 4.9% 1.79 2.0% 91% True False 12,932
10 91.29 86.81 4.48 4.9% 1.59 1.7% 91% True False 11,317
20 95.40 86.81 8.59 9.5% 1.71 1.9% 47% False False 10,135
40 101.50 86.81 14.69 16.2% 1.85 2.0% 28% False False 9,160
60 101.50 86.81 14.69 16.2% 1.62 1.8% 28% False False 8,078
80 101.50 86.81 14.69 16.2% 1.51 1.7% 28% False False 7,109
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 0.22
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 105.61
2.618 100.11
1.618 96.74
1.000 94.66
0.618 93.37
HIGH 91.29
0.618 90.00
0.500 89.61
0.382 89.21
LOW 87.92
0.618 85.84
1.000 84.55
1.618 82.47
2.618 79.10
4.250 73.60
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 90.45 90.26
PP 90.03 89.66
S1 89.61 89.05

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

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