NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 88.80 88.34 -0.46 -0.5% 87.83
High 89.38 88.88 -0.50 -0.6% 91.47
Low 88.24 87.74 -0.50 -0.6% 86.95
Close 88.48 88.38 -0.10 -0.1% 88.88
Range 1.14 1.14 0.00 0.0% 4.52
ATR 1.87 1.82 -0.05 -2.8% 0.00
Volume 7,506 8,154 648 8.6% 69,295
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.75 91.21 89.01
R3 90.61 90.07 88.69
R2 89.47 89.47 88.59
R1 88.93 88.93 88.48 89.20
PP 88.33 88.33 88.33 88.47
S1 87.79 87.79 88.28 88.06
S2 87.19 87.19 88.17
S3 86.05 86.65 88.07
S4 84.91 85.51 87.75
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 91.30 86.95 4.35 4.9% 2.03 2.3% 33% False False 11,502
10 91.47 86.95 4.52 5.1% 1.91 2.2% 32% False False 10,921
20 95.26 86.95 8.31 9.4% 1.83 2.1% 17% False False 9,158
40 97.20 86.95 10.25 11.6% 1.74 2.0% 14% False False 7,472
60 101.54 86.95 14.59 16.5% 1.56 1.8% 10% False False 7,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.40
Fibonacci Retracements and Extensions
4.250 93.73
2.618 91.86
1.618 90.72
1.000 90.02
0.618 89.58
HIGH 88.88
0.618 88.44
0.500 88.31
0.382 88.18
LOW 87.74
0.618 87.04
1.000 86.60
1.618 85.90
2.618 84.76
4.250 82.90
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 88.36 88.32
PP 88.33 88.25
S1 88.31 88.19

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

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