NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 88.81 87.93 -0.88 -1.0% 88.80
High 89.48 89.29 -0.19 -0.2% 89.48
Low 87.50 87.74 0.24 0.3% 87.50
Close 88.08 89.01 0.93 1.1% 89.01
Range 1.98 1.55 -0.43 -21.7% 1.98
ATR 1.80 1.78 -0.02 -1.0% 0.00
Volume 13,211 11,036 -2,175 -16.5% 51,500
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.33 92.72 89.86
R3 91.78 91.17 89.44
R2 90.23 90.23 89.29
R1 89.62 89.62 89.15 89.93
PP 88.68 88.68 88.68 88.83
S1 88.07 88.07 88.87 88.38
S2 87.13 87.13 88.73
S3 85.58 86.52 88.58
S4 84.03 84.97 88.16
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.60 93.79 90.10
R3 92.62 91.81 89.55
R2 90.64 90.64 89.37
R1 89.83 89.83 89.19 90.24
PP 88.66 88.66 88.66 88.87
S1 87.85 87.85 88.83 88.26
S2 86.68 86.68 88.65
S3 84.70 85.87 88.47
S4 82.72 83.89 87.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.48 87.50 1.98 2.2% 1.43 1.6% 76% False False 10,300
10 91.47 86.95 4.52 5.1% 1.97 2.2% 46% False False 12,079
20 93.21 86.95 6.26 7.0% 1.82 2.0% 33% False False 9,829
40 95.57 86.95 8.62 9.7% 1.72 1.9% 24% False False 7,950
60 101.54 86.95 14.59 16.4% 1.59 1.8% 14% False False 7,466
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.88
2.618 93.35
1.618 91.80
1.000 90.84
0.618 90.25
HIGH 89.29
0.618 88.70
0.500 88.52
0.382 88.33
LOW 87.74
0.618 86.78
1.000 86.19
1.618 85.23
2.618 83.68
4.250 81.15
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 88.85 88.84
PP 88.68 88.66
S1 88.52 88.49

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

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