NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 87.11 87.21 0.10 0.1% 87.25
High 87.88 88.51 0.63 0.7% 91.29
Low 86.64 86.64 0.00 0.0% 86.42
Close 87.35 88.36 1.01 1.2% 88.36
Range 1.24 1.87 0.63 50.8% 4.87
ATR 1.96 1.95 -0.01 -0.3% 0.00
Volume 24,847 15,704 -9,143 -36.8% 98,166
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.45 92.77 89.39
R3 91.58 90.90 88.87
R2 89.71 89.71 88.70
R1 89.03 89.03 88.53 89.37
PP 87.84 87.84 87.84 88.01
S1 87.16 87.16 88.19 87.50
S2 85.97 85.97 88.02
S3 84.10 85.29 87.85
S4 82.23 83.42 87.33
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 103.30 100.70 91.04
R3 98.43 95.83 89.70
R2 93.56 93.56 89.25
R1 90.96 90.96 88.81 92.26
PP 88.69 88.69 88.69 89.34
S1 86.09 86.09 87.91 87.39
S2 83.82 83.82 87.47
S3 78.95 81.22 87.02
S4 74.08 76.35 85.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.29 86.42 4.87 5.5% 2.44 2.8% 40% False False 19,633
10 91.29 86.42 4.87 5.5% 1.86 2.1% 40% False False 14,967
20 95.11 86.42 8.69 9.8% 1.85 2.1% 22% False False 11,594
40 100.83 86.42 14.41 16.3% 1.94 2.2% 13% False False 9,830
60 101.50 86.42 15.08 17.1% 1.70 1.9% 13% False False 8,868
80 101.50 86.42 15.08 17.1% 1.55 1.8% 13% False False 7,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.46
2.618 93.41
1.618 91.54
1.000 90.38
0.618 89.67
HIGH 88.51
0.618 87.80
0.500 87.58
0.382 87.35
LOW 86.64
0.618 85.48
1.000 84.77
1.618 83.61
2.618 81.74
4.250 78.69
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 88.10 88.64
PP 87.84 88.54
S1 87.58 88.45

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

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