NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 88.36 90.66 2.30 2.6% 88.50
High 91.47 91.30 -0.17 -0.2% 89.68
Low 88.21 86.95 -1.26 -1.4% 87.28
Close 91.33 87.22 -4.11 -4.5% 87.65
Range 3.26 4.35 1.09 33.4% 2.40
ATR 1.76 1.95 0.19 10.6% 0.00
Volume 9,592 15,388 5,796 60.4% 40,766
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 101.54 98.73 89.61
R3 97.19 94.38 88.42
R2 92.84 92.84 88.02
R1 90.03 90.03 87.62 89.26
PP 88.49 88.49 88.49 88.11
S1 85.68 85.68 86.82 84.91
S2 84.14 84.14 86.42
S3 79.79 81.33 86.02
S4 75.44 76.98 84.83
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 95.40 93.93 88.97
R3 93.00 91.53 88.31
R2 90.60 90.60 88.09
R1 89.13 89.13 87.87 88.67
PP 88.20 88.20 88.20 87.97
S1 86.73 86.73 87.43 86.27
S2 85.80 85.80 87.21
S3 83.40 84.33 86.99
S4 81.00 81.93 86.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.47 86.95 4.52 5.2% 2.45 2.8% 6% False True 12,358
10 91.47 86.95 4.52 5.2% 1.81 2.1% 6% False True 9,996
20 95.26 86.95 8.31 9.5% 1.75 2.0% 3% False True 8,442
40 101.54 86.95 14.59 16.7% 1.78 2.0% 2% False True 7,497
60 101.54 86.95 14.59 16.7% 1.51 1.7% 2% False True 6,576
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 0.28
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 109.79
2.618 102.69
1.618 98.34
1.000 95.65
0.618 93.99
HIGH 91.30
0.618 89.64
0.500 89.13
0.382 88.61
LOW 86.95
0.618 84.26
1.000 82.60
1.618 79.91
2.618 75.56
4.250 68.46
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 89.13 89.21
PP 88.49 88.55
S1 87.86 87.88

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

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