NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 89.90 90.25 0.35 0.4% 88.37
High 89.96 92.23 2.27 2.5% 91.53
Low 89.37 90.22 0.85 1.0% 88.15
Close 89.74 92.01 2.27 2.5% 89.81
Range 0.59 2.01 1.42 240.7% 3.38
ATR 1.48 1.55 0.07 4.9% 0.00
Volume 23,153 4,126 -19,027 -82.2% 157,532
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 97.52 96.77 93.12
R3 95.51 94.76 92.56
R2 93.50 93.50 92.38
R1 92.75 92.75 92.19 93.13
PP 91.49 91.49 91.49 91.67
S1 90.74 90.74 91.83 91.12
S2 89.48 89.48 91.64
S3 87.47 88.73 91.46
S4 85.46 86.72 90.90
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 99.97 98.27 91.67
R3 96.59 94.89 90.74
R2 93.21 93.21 90.43
R1 91.51 91.51 90.12 92.36
PP 89.83 89.83 89.83 90.26
S1 88.13 88.13 89.50 88.98
S2 86.45 86.45 89.19
S3 83.07 84.75 88.88
S4 79.69 81.37 87.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.23 89.12 3.11 3.4% 1.55 1.7% 93% True False 21,719
10 92.23 87.47 4.76 5.2% 1.32 1.4% 95% True False 26,756
20 92.23 87.04 5.19 5.6% 1.42 1.5% 96% True False 23,537
40 92.23 86.42 5.81 6.3% 1.59 1.7% 96% True False 20,099
60 95.40 86.42 8.98 9.8% 1.70 1.9% 62% False False 16,161
80 101.50 86.42 15.08 16.4% 1.71 1.9% 37% False False 14,262
100 101.50 86.42 15.08 16.4% 1.57 1.7% 37% False False 12,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 100.77
2.618 97.49
1.618 95.48
1.000 94.24
0.618 93.47
HIGH 92.23
0.618 91.46
0.500 91.23
0.382 90.99
LOW 90.22
0.618 88.98
1.000 88.21
1.618 86.97
2.618 84.96
4.250 81.68
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 91.75 91.57
PP 91.49 91.12
S1 91.23 90.68

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

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