NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 90.66 89.09 -1.57 -1.7% 88.14
High 90.76 89.68 -1.08 -1.2% 88.99
Low 87.88 88.45 0.57 0.6% 86.86
Close 88.55 89.19 0.64 0.7% 88.57
Range 2.88 1.23 -1.65 -57.3% 2.13
ATR 1.97 1.92 -0.05 -2.7% 0.00
Volume 20,695 22,891 2,196 10.6% 95,280
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.80 92.22 89.87
R3 91.57 90.99 89.53
R2 90.34 90.34 89.42
R1 89.76 89.76 89.30 90.05
PP 89.11 89.11 89.11 89.25
S1 88.53 88.53 89.08 88.82
S2 87.88 87.88 88.96
S3 86.65 87.30 88.85
S4 85.42 86.07 88.51
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.53 93.68 89.74
R3 92.40 91.55 89.16
R2 90.27 90.27 88.96
R1 89.42 89.42 88.77 89.85
PP 88.14 88.14 88.14 88.35
S1 87.29 87.29 88.37 87.72
S2 86.01 86.01 88.18
S3 83.88 85.16 87.98
S4 81.75 83.03 87.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.28 86.86 4.42 5.0% 2.05 2.3% 53% False False 21,312
10 91.28 86.64 4.64 5.2% 1.72 1.9% 55% False False 20,436
20 91.29 86.42 4.87 5.5% 1.76 2.0% 57% False False 16,604
40 95.40 86.42 8.98 10.1% 1.87 2.1% 31% False False 11,973
60 101.50 86.42 15.08 16.9% 1.79 2.0% 18% False False 10,887
80 101.50 86.42 15.08 16.9% 1.63 1.8% 18% False False 9,481
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.91
2.618 92.90
1.618 91.67
1.000 90.91
0.618 90.44
HIGH 89.68
0.618 89.21
0.500 89.07
0.382 88.92
LOW 88.45
0.618 87.69
1.000 87.22
1.618 86.46
2.618 85.23
4.250 83.22
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 89.15 89.58
PP 89.11 89.45
S1 89.07 89.32

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

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