NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 90.66 87.69 -2.97 -3.3% 88.50
High 91.30 88.25 -3.05 -3.3% 89.68
Low 86.95 87.12 0.17 0.2% 87.28
Close 87.22 87.85 0.63 0.7% 87.65
Range 4.35 1.13 -3.22 -74.0% 2.40
ATR 1.95 1.89 -0.06 -3.0% 0.00
Volume 15,388 16,395 1,007 6.5% 40,766
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.13 90.62 88.47
R3 90.00 89.49 88.16
R2 88.87 88.87 88.06
R1 88.36 88.36 87.95 88.62
PP 87.74 87.74 87.74 87.87
S1 87.23 87.23 87.75 87.49
S2 86.61 86.61 87.64
S3 85.48 86.10 87.54
S4 84.35 84.97 87.23
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 5.1% 2.45 2.8% 20% False False 14,167
10 91.47 86.95 4.52 5.1% 1.81 2.1% 20% False False 10,632
20 95.26 86.95 8.31 9.5% 1.76 2.0% 11% False False 8,768
40 101.54 86.95 14.59 16.6% 1.76 2.0% 6% False False 7,739
60 101.54 86.95 14.59 16.6% 1.52 1.7% 6% False False 6,815
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.05
2.618 91.21
1.618 90.08
1.000 89.38
0.618 88.95
HIGH 88.25
0.618 87.82
0.500 87.69
0.382 87.55
LOW 87.12
0.618 86.42
1.000 85.99
1.618 85.29
2.618 84.16
4.250 82.32
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 87.80 89.21
PP 87.74 88.76
S1 87.69 88.30

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

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