NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 88.88 88.56 -0.32 -0.4% 91.13
High 89.12 89.00 -0.12 -0.1% 92.37
Low 88.17 87.68 -0.49 -0.6% 88.14
Close 88.31 87.91 -0.40 -0.5% 88.31
Range 0.95 1.32 0.37 38.9% 4.23
ATR 1.64 1.62 -0.02 -1.4% 0.00
Volume 17,728 17,572 -156 -0.9% 83,524
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 92.16 91.35 88.64
R3 90.84 90.03 88.27
R2 89.52 89.52 88.15
R1 88.71 88.71 88.03 88.46
PP 88.20 88.20 88.20 88.07
S1 87.39 87.39 87.79 87.14
S2 86.88 86.88 87.67
S3 85.56 86.07 87.55
S4 84.24 84.75 87.18
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 91.38 87.68 3.70 4.2% 1.49 1.7% 6% False True 17,110
10 92.37 87.68 4.69 5.3% 1.47 1.7% 5% False True 15,236
20 92.37 87.50 4.87 5.5% 1.50 1.7% 8% False False 13,078
40 95.26 86.95 8.31 9.5% 1.67 1.9% 12% False False 10,992
60 100.76 86.95 13.81 15.7% 1.69 1.9% 7% False False 9,512
80 101.54 86.95 14.59 16.6% 1.53 1.7% 7% False False 8,453
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.61
2.618 92.46
1.618 91.14
1.000 90.32
0.618 89.82
HIGH 89.00
0.618 88.50
0.500 88.34
0.382 88.18
LOW 87.68
0.618 86.86
1.000 86.36
1.618 85.54
2.618 84.22
4.250 82.07
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 88.34 89.14
PP 88.20 88.73
S1 88.05 88.32

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

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