NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 89.55 89.11 -0.44 -0.5% 89.73
High 89.55 90.79 1.24 1.4% 91.51
Low 87.90 89.11 1.21 1.4% 88.38
Close 88.84 90.27 1.43 1.6% 90.64
Range 1.65 1.68 0.03 1.8% 3.13
ATR 1.72 1.74 0.02 0.9% 0.00
Volume 9,882 14,457 4,575 46.3% 54,734
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 95.10 94.36 91.19
R3 93.42 92.68 90.73
R2 91.74 91.74 90.58
R1 91.00 91.00 90.42 91.37
PP 90.06 90.06 90.06 90.24
S1 89.32 89.32 90.12 89.69
S2 88.38 88.38 89.96
S3 86.70 87.64 89.81
S4 85.02 85.96 89.35
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 90.79 87.90 2.89 3.2% 1.35 1.5% 82% True False 9,072
10 91.51 87.50 4.01 4.4% 1.62 1.8% 69% False False 11,494
20 91.51 86.95 4.56 5.1% 1.78 2.0% 73% False False 11,522
40 95.57 86.95 8.62 9.5% 1.74 1.9% 39% False False 9,351
60 101.54 86.95 14.59 16.2% 1.67 1.8% 23% False False 8,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.93
2.618 95.19
1.618 93.51
1.000 92.47
0.618 91.83
HIGH 90.79
0.618 90.15
0.500 89.95
0.382 89.75
LOW 89.11
0.618 88.07
1.000 87.43
1.618 86.39
2.618 84.71
4.250 81.97
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 90.16 89.96
PP 90.06 89.65
S1 89.95 89.35

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

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