NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 90.79 90.32 -0.47 -0.5% 90.00
High 90.95 90.80 -0.15 -0.2% 90.78
Low 89.45 89.32 -0.13 -0.1% 87.32
Close 90.30 89.75 -0.55 -0.6% 90.68
Range 1.50 1.48 -0.02 -1.3% 3.46
ATR 1.73 1.71 -0.02 -1.0% 0.00
Volume 18,240 20,166 1,926 10.6% 84,254
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.40 93.55 90.56
R3 92.92 92.07 90.16
R2 91.44 91.44 90.02
R1 90.59 90.59 89.89 90.28
PP 89.96 89.96 89.96 89.80
S1 89.11 89.11 89.61 88.80
S2 88.48 88.48 89.48
S3 87.00 87.63 89.34
S4 85.52 86.15 88.94
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 88.84 3.21 3.6% 1.49 1.7% 28% False False 20,729
10 92.05 87.32 4.73 5.3% 1.41 1.6% 51% False False 18,033
20 92.05 86.42 5.63 6.3% 1.72 1.9% 59% False False 19,106
40 95.40 86.42 8.98 10.0% 1.72 1.9% 37% False False 14,620
60 101.50 86.42 15.08 16.8% 1.81 2.0% 22% False False 12,475
80 101.50 86.42 15.08 16.8% 1.64 1.8% 22% False False 10,835
100 101.50 86.42 15.08 16.8% 1.55 1.7% 22% False False 9,509
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.09
2.618 94.67
1.618 93.19
1.000 92.28
0.618 91.71
HIGH 90.80
0.618 90.23
0.500 90.06
0.382 89.89
LOW 89.32
0.618 88.41
1.000 87.84
1.618 86.93
2.618 85.45
4.250 83.03
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 90.06 90.69
PP 89.96 90.37
S1 89.85 90.06

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

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