NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 89.34 90.80 1.46 1.6% 90.00
High 90.78 92.05 1.27 1.4% 90.78
Low 89.34 90.55 1.21 1.4% 87.32
Close 90.68 90.92 0.24 0.3% 90.68
Range 1.44 1.50 0.06 4.2% 3.46
ATR 1.77 1.75 -0.02 -1.1% 0.00
Volume 23,821 19,823 -3,998 -16.8% 84,254
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.67 94.80 91.75
R3 94.17 93.30 91.33
R2 92.67 92.67 91.20
R1 91.80 91.80 91.06 92.24
PP 91.17 91.17 91.17 91.39
S1 90.30 90.30 90.78 90.74
S2 89.67 89.67 90.65
S3 88.17 88.80 90.51
S4 86.67 87.30 90.10
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.97 98.79 92.58
R3 96.51 95.33 91.63
R2 93.05 93.05 91.31
R1 91.87 91.87 91.00 92.46
PP 89.59 89.59 89.59 89.89
S1 88.41 88.41 90.36 89.00
S2 86.13 86.13 90.05
S3 82.67 84.95 89.73
S4 79.21 81.49 88.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.05 87.32 4.73 5.2% 1.50 1.7% 76% True False 19,674
10 92.05 87.32 4.73 5.2% 1.62 1.8% 76% True False 18,757
20 92.05 86.42 5.63 6.2% 1.81 2.0% 80% True False 19,051
40 95.40 86.42 8.98 9.9% 1.75 1.9% 50% False False 14,053
60 101.50 86.42 15.08 16.6% 1.78 2.0% 30% False False 12,039
80 101.50 86.42 15.08 16.6% 1.62 1.8% 30% False False 10,478
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.43
2.618 95.98
1.618 94.48
1.000 93.55
0.618 92.98
HIGH 92.05
0.618 91.48
0.500 91.30
0.382 91.12
LOW 90.55
0.618 89.62
1.000 89.05
1.618 88.12
2.618 86.62
4.250 84.18
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 91.30 90.76
PP 91.17 90.60
S1 91.05 90.45

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

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