NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 88.34 88.03 -0.31 -0.4% 87.83
High 88.88 89.25 0.37 0.4% 91.47
Low 87.74 87.89 0.15 0.2% 86.95
Close 88.38 88.94 0.56 0.6% 88.88
Range 1.14 1.36 0.22 19.3% 4.52
ATR 1.82 1.78 -0.03 -1.8% 0.00
Volume 8,154 11,593 3,439 42.2% 69,295
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.77 92.22 89.69
R3 91.41 90.86 89.31
R2 90.05 90.05 89.19
R1 89.50 89.50 89.06 89.78
PP 88.69 88.69 88.69 88.83
S1 88.14 88.14 88.82 88.42
S2 87.33 87.33 88.69
S3 85.97 86.78 88.57
S4 84.61 85.42 88.19
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 89.39 86.99 2.40 2.7% 1.43 1.6% 81% False False 10,743
10 91.47 86.95 4.52 5.1% 1.94 2.2% 44% False False 11,550
20 95.26 86.95 8.31 9.3% 1.85 2.1% 24% False False 9,516
40 95.57 86.95 8.62 9.7% 1.68 1.9% 23% False False 7,696
60 101.54 86.95 14.59 16.4% 1.57 1.8% 14% False False 7,203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.03
2.618 92.81
1.618 91.45
1.000 90.61
0.618 90.09
HIGH 89.25
0.618 88.73
0.500 88.57
0.382 88.41
LOW 87.89
0.618 87.05
1.000 86.53
1.618 85.69
2.618 84.33
4.250 82.11
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 88.82 88.81
PP 88.69 88.69
S1 88.57 88.56

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

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