NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 87.72 88.80 1.08 1.2% 87.83
High 89.39 89.38 -0.01 0.0% 91.47
Low 86.99 88.24 1.25 1.4% 86.95
Close 88.88 88.48 -0.40 -0.5% 88.88
Range 2.40 1.14 -1.26 -52.5% 4.52
ATR 1.92 1.87 -0.06 -2.9% 0.00
Volume 10,070 7,506 -2,564 -25.5% 69,295
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.12 91.44 89.11
R3 90.98 90.30 88.79
R2 89.84 89.84 88.69
R1 89.16 89.16 88.58 88.93
PP 88.70 88.70 88.70 88.59
S1 88.02 88.02 88.38 87.79
S2 87.56 87.56 88.27
S3 86.42 86.88 88.17
S4 85.28 85.74 87.85
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 102.66 100.29 91.37
R3 98.14 95.77 90.12
R2 93.62 93.62 89.71
R1 91.25 91.25 89.29 92.44
PP 89.10 89.10 89.10 89.69
S1 86.73 86.73 88.47 87.92
S2 84.58 84.58 88.05
S3 80.06 82.21 87.64
S4 75.54 77.69 86.39
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% 2.46 2.8% 34% False False 11,790
10 91.47 86.95 4.52 5.1% 1.89 2.1% 34% False False 10,774
20 95.26 86.95 8.31 9.4% 1.81 2.0% 18% False False 9,040
40 97.73 86.95 10.78 12.2% 1.73 2.0% 14% False False 7,396
60 101.54 86.95 14.59 16.5% 1.55 1.8% 10% False False 6,977
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.23
2.618 92.36
1.618 91.22
1.000 90.52
0.618 90.08
HIGH 89.38
0.618 88.94
0.500 88.81
0.382 88.68
LOW 88.24
0.618 87.54
1.000 87.10
1.618 86.40
2.618 85.26
4.250 83.40
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 88.81 88.38
PP 88.70 88.29
S1 88.59 88.19

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

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