NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 89.40 90.00 0.60 0.7% 89.01
High 90.30 90.14 -0.16 -0.2% 91.28
Low 88.91 89.19 0.28 0.3% 87.88
Close 90.16 89.59 -0.57 -0.6% 90.16
Range 1.39 0.95 -0.44 -31.7% 3.40
ATR 1.88 1.82 -0.07 -3.5% 0.00
Volume 14,963 5,707 -9,256 -61.9% 83,501
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.49 91.99 90.11
R3 91.54 91.04 89.85
R2 90.59 90.59 89.76
R1 90.09 90.09 89.68 89.87
PP 89.64 89.64 89.64 89.53
S1 89.14 89.14 89.50 88.92
S2 88.69 88.69 89.42
S3 87.74 88.19 89.33
S4 86.79 87.24 89.07
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.97 98.47 92.03
R3 96.57 95.07 91.10
R2 93.17 93.17 90.78
R1 91.67 91.67 90.47 92.42
PP 89.77 89.77 89.77 90.15
S1 88.27 88.27 89.85 89.02
S2 86.37 86.37 89.54
S3 82.97 84.87 89.23
S4 79.57 81.47 88.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.28 87.88 3.40 3.8% 1.75 1.9% 50% False False 17,841
10 91.28 86.86 4.42 4.9% 1.65 1.8% 62% False False 18,448
20 91.29 86.42 4.87 5.4% 1.75 2.0% 65% False False 16,708
40 95.40 86.42 8.98 10.0% 1.86 2.1% 35% False False 12,221
60 101.50 86.42 15.08 16.8% 1.81 2.0% 21% False False 11,028
80 101.50 86.42 15.08 16.8% 1.62 1.8% 21% False False 9,624
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 0.34
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 94.18
2.618 92.63
1.618 91.68
1.000 91.09
0.618 90.73
HIGH 90.14
0.618 89.78
0.500 89.67
0.382 89.55
LOW 89.19
0.618 88.60
1.000 88.24
1.618 87.65
2.618 86.70
4.250 85.15
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 89.67 89.52
PP 89.64 89.45
S1 89.62 89.38

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

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