NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 87.49 87.53 0.04 0.0% 90.80
High 88.10 89.28 1.18 1.3% 92.05
Low 87.04 87.51 0.47 0.5% 87.60
Close 87.55 88.44 0.89 1.0% 87.75
Range 1.06 1.77 0.71 67.0% 4.45
ATR 1.65 1.66 0.01 0.5% 0.00
Volume 18,103 24,555 6,452 35.6% 98,181
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.72 92.85 89.41
R3 91.95 91.08 88.93
R2 90.18 90.18 88.76
R1 89.31 89.31 88.60 89.75
PP 88.41 88.41 88.41 88.63
S1 87.54 87.54 88.28 87.98
S2 86.64 86.64 88.12
S3 84.87 85.77 87.95
S4 83.10 84.00 87.47
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 90.04 87.04 3.00 3.4% 1.55 1.8% 47% False False 20,883
10 92.05 87.04 5.01 5.7% 1.52 1.7% 28% False False 20,806
20 92.05 86.86 5.19 5.9% 1.62 1.8% 30% False False 19,997
40 95.11 86.42 8.69 9.8% 1.73 2.0% 23% False False 16,105
60 97.40 86.42 10.98 12.4% 1.78 2.0% 18% False False 13,140
80 101.50 86.42 15.08 17.1% 1.70 1.9% 13% False False 11,864
100 101.50 86.42 15.08 17.1% 1.58 1.8% 13% False False 10,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.80
2.618 93.91
1.618 92.14
1.000 91.05
0.618 90.37
HIGH 89.28
0.618 88.60
0.500 88.40
0.382 88.19
LOW 87.51
0.618 86.42
1.000 85.74
1.618 84.65
2.618 82.88
4.250 79.99
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 88.43 88.35
PP 88.41 88.25
S1 88.40 88.16

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

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