NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 88.14 87.61 -0.53 -0.6% 87.25
High 88.72 88.44 -0.28 -0.3% 91.29
Low 87.78 87.17 -0.61 -0.7% 86.42
Close 87.95 87.83 -0.12 -0.1% 88.36
Range 0.94 1.27 0.33 35.1% 4.87
ATR 1.88 1.84 -0.04 -2.3% 0.00
Volume 12,343 13,383 1,040 8.4% 98,166
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.62 91.00 88.53
R3 90.35 89.73 88.18
R2 89.08 89.08 88.06
R1 88.46 88.46 87.95 88.77
PP 87.81 87.81 87.81 87.97
S1 87.19 87.19 87.71 87.50
S2 86.54 86.54 87.60
S3 85.27 85.92 87.48
S4 84.00 84.65 87.13
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 90.85 86.42 4.43 5.0% 1.95 2.2% 32% False False 17,316
10 91.29 86.42 4.87 5.5% 1.87 2.1% 29% False False 15,124
20 95.11 86.42 8.69 9.9% 1.84 2.1% 16% False False 12,214
40 97.40 86.42 10.98 12.5% 1.86 2.1% 13% False False 9,711
60 101.50 86.42 15.08 17.2% 1.72 2.0% 9% False False 9,153
80 101.50 86.42 15.08 17.2% 1.57 1.8% 9% False False 7,944
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.84
2.618 91.76
1.618 90.49
1.000 89.71
0.618 89.22
HIGH 88.44
0.618 87.95
0.500 87.81
0.382 87.66
LOW 87.17
0.618 86.39
1.000 85.90
1.618 85.12
2.618 83.85
4.250 81.77
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 87.82 87.78
PP 87.81 87.73
S1 87.81 87.68

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

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