NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 90.10 88.88 -1.22 -1.4% 91.13
High 90.59 89.12 -1.47 -1.6% 92.37
Low 88.14 88.17 0.03 0.0% 88.14
Close 88.68 88.31 -0.37 -0.4% 88.31
Range 2.45 0.95 -1.50 -61.2% 4.23
ATR 1.70 1.64 -0.05 -3.1% 0.00
Volume 18,606 17,728 -878 -4.7% 83,524
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.38 90.80 88.83
R3 90.43 89.85 88.57
R2 89.48 89.48 88.48
R1 88.90 88.90 88.40 88.72
PP 88.53 88.53 88.53 88.44
S1 87.95 87.95 88.22 87.77
S2 87.58 87.58 88.14
S3 86.63 87.00 88.05
S4 85.68 86.05 87.79
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 102.30 99.53 90.64
R3 98.07 95.30 89.47
R2 93.84 93.84 89.09
R1 91.07 91.07 88.70 90.34
PP 89.61 89.61 89.61 89.24
S1 86.84 86.84 87.92 86.11
S2 85.38 85.38 87.53
S3 81.15 82.61 87.15
S4 76.92 78.38 85.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.37 88.14 4.23 4.8% 1.50 1.7% 4% False False 16,704
10 92.37 87.90 4.47 5.1% 1.41 1.6% 9% False False 13,776
20 92.37 86.99 5.38 6.1% 1.55 1.8% 25% False False 12,703
40 95.26 86.95 8.31 9.4% 1.65 1.9% 16% False False 10,736
60 101.54 86.95 14.59 16.5% 1.69 1.9% 9% False False 9,394
80 101.54 86.95 14.59 16.5% 1.53 1.7% 9% False False 8,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 93.16
2.618 91.61
1.618 90.66
1.000 90.07
0.618 89.71
HIGH 89.12
0.618 88.76
0.500 88.65
0.382 88.53
LOW 88.17
0.618 87.58
1.000 87.22
1.618 86.63
2.618 85.68
4.250 84.13
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 88.65 89.68
PP 88.53 89.22
S1 88.42 88.77

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

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