NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 87.86 87.49 -0.37 -0.4% 90.80
High 88.51 88.10 -0.41 -0.5% 92.05
Low 87.11 87.04 -0.07 -0.1% 87.60
Close 87.34 87.55 0.21 0.2% 87.75
Range 1.40 1.06 -0.34 -24.3% 4.45
ATR 1.69 1.65 -0.05 -2.7% 0.00
Volume 21,805 18,103 -3,702 -17.0% 98,181
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 90.74 90.21 88.13
R3 89.68 89.15 87.84
R2 88.62 88.62 87.74
R1 88.09 88.09 87.65 88.36
PP 87.56 87.56 87.56 87.70
S1 87.03 87.03 87.45 87.30
S2 86.50 86.50 87.36
S3 85.44 85.97 87.26
S4 84.38 84.91 86.97
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 90.80 87.04 3.76 4.3% 1.49 1.7% 14% False True 20,005
10 92.05 87.04 5.01 5.7% 1.52 1.7% 10% False True 20,318
20 92.05 86.86 5.19 5.9% 1.60 1.8% 13% False False 19,439
40 95.11 86.42 8.69 9.9% 1.70 1.9% 13% False False 15,674
60 98.50 86.42 12.08 13.8% 1.78 2.0% 9% False False 12,856
80 101.50 86.42 15.08 17.2% 1.68 1.9% 7% False False 11,613
100 101.50 86.42 15.08 17.2% 1.57 1.8% 7% False False 10,158
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 0.28
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 92.61
2.618 90.88
1.618 89.82
1.000 89.16
0.618 88.76
HIGH 88.10
0.618 87.70
0.500 87.57
0.382 87.44
LOW 87.04
0.618 86.38
1.000 85.98
1.618 85.32
2.618 84.26
4.250 82.54
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 87.57 87.87
PP 87.56 87.76
S1 87.56 87.66

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

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