NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 89.10 89.80 0.70 0.8% 89.73
High 90.19 90.76 0.57 0.6% 91.51
Low 88.80 89.37 0.57 0.6% 88.38
Close 89.67 90.64 0.97 1.1% 90.64
Range 1.39 1.39 0.00 0.0% 3.13
ATR 1.87 1.83 -0.03 -1.8% 0.00
Volume 12,072 9,393 -2,679 -22.2% 54,734
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.43 93.92 91.40
R3 93.04 92.53 91.02
R2 91.65 91.65 90.89
R1 91.14 91.14 90.77 91.40
PP 90.26 90.26 90.26 90.38
S1 89.75 89.75 90.51 90.01
S2 88.87 88.87 90.39
S3 87.48 88.36 90.26
S4 86.09 86.97 89.88
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.57 98.23 92.36
R3 96.44 95.10 91.50
R2 93.31 93.31 91.21
R1 91.97 91.97 90.93 92.64
PP 90.18 90.18 90.18 90.51
S1 88.84 88.84 90.35 89.51
S2 87.05 87.05 90.07
S3 83.92 85.71 89.78
S4 80.79 82.58 88.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.51 87.74 3.77 4.2% 1.77 2.0% 77% False False 13,154
10 91.51 86.99 4.52 5.0% 1.69 1.9% 81% False False 11,630
20 91.51 86.95 4.56 5.0% 1.75 1.9% 81% False False 11,131
40 95.57 86.95 8.62 9.5% 1.74 1.9% 43% False False 8,712
60 101.54 86.95 14.59 16.1% 1.64 1.8% 25% False False 8,092
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 0.37
Fibonacci Retracements and Extensions
4.250 96.67
2.618 94.40
1.618 93.01
1.000 92.15
0.618 91.62
HIGH 90.76
0.618 90.23
0.500 90.07
0.382 89.90
LOW 89.37
0.618 88.51
1.000 87.98
1.618 87.12
2.618 85.73
4.250 83.46
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 90.45 90.35
PP 90.26 90.05
S1 90.07 89.76

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

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