NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 89.76 88.24 -1.52 -1.7% 90.80
High 90.04 88.69 -1.35 -1.5% 92.05
Low 87.62 87.60 -0.02 0.0% 87.60
Close 88.12 87.75 -0.37 -0.4% 87.75
Range 2.42 1.09 -1.33 -55.0% 4.45
ATR 1.76 1.72 -0.05 -2.7% 0.00
Volume 21,478 18,474 -3,004 -14.0% 98,181
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.28 90.61 88.35
R3 90.19 89.52 88.05
R2 89.10 89.10 87.95
R1 88.43 88.43 87.85 88.22
PP 88.01 88.01 88.01 87.91
S1 87.34 87.34 87.65 87.13
S2 86.92 86.92 87.55
S3 85.83 86.25 87.45
S4 84.74 85.16 87.15
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 102.48 99.57 90.20
R3 98.03 95.12 88.97
R2 93.58 93.58 88.57
R1 90.67 90.67 88.16 89.90
PP 89.13 89.13 89.13 88.75
S1 86.22 86.22 87.34 85.45
S2 84.68 84.68 86.93
S3 80.23 81.77 86.53
S4 75.78 77.32 85.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.05 87.60 4.45 5.1% 1.60 1.8% 3% False True 19,636
10 92.05 87.32 4.73 5.4% 1.50 1.7% 9% False False 18,243
20 92.05 86.64 5.41 6.2% 1.62 1.8% 21% False False 18,846
40 95.11 86.42 8.69 9.9% 1.72 2.0% 15% False False 15,041
60 101.50 86.42 15.08 17.2% 1.82 2.1% 9% False False 12,801
80 101.50 86.42 15.08 17.2% 1.67 1.9% 9% False False 11,213
100 101.50 86.42 15.08 17.2% 1.56 1.8% 9% False False 9,831
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.21
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 93.32
2.618 91.54
1.618 90.45
1.000 89.78
0.618 89.36
HIGH 88.69
0.618 88.27
0.500 88.15
0.382 88.02
LOW 87.60
0.618 86.93
1.000 86.51
1.618 85.84
2.618 84.75
4.250 82.97
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 88.15 89.20
PP 88.01 88.72
S1 87.88 88.23

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

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