NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 88.56 87.89 -0.67 -0.8% 91.13
High 89.00 88.51 -0.49 -0.6% 92.37
Low 87.68 87.62 -0.06 -0.1% 88.14
Close 87.91 88.11 0.20 0.2% 88.31
Range 1.32 0.89 -0.43 -32.6% 4.23
ATR 1.62 1.57 -0.05 -3.2% 0.00
Volume 17,572 15,542 -2,030 -11.6% 83,524
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 90.75 90.32 88.60
R3 89.86 89.43 88.35
R2 88.97 88.97 88.27
R1 88.54 88.54 88.19 88.76
PP 88.08 88.08 88.08 88.19
S1 87.65 87.65 88.03 87.87
S2 87.19 87.19 87.95
S3 86.30 86.76 87.87
S4 85.41 85.87 87.62
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 91.22 87.62 3.60 4.1% 1.38 1.6% 14% False True 17,320
10 92.37 87.62 4.75 5.4% 1.43 1.6% 10% False True 15,925
20 92.37 87.50 4.87 5.5% 1.48 1.7% 13% False False 13,480
40 95.26 86.95 8.31 9.4% 1.65 1.9% 14% False False 11,260
60 97.73 86.95 10.78 12.2% 1.65 1.9% 11% False False 9,424
80 101.54 86.95 14.59 16.6% 1.53 1.7% 8% False False 8,602
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 92.29
2.618 90.84
1.618 89.95
1.000 89.40
0.618 89.06
HIGH 88.51
0.618 88.17
0.500 88.07
0.382 87.96
LOW 87.62
0.618 87.07
1.000 86.73
1.618 86.18
2.618 85.29
4.250 83.84
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 88.10 88.37
PP 88.08 88.28
S1 88.07 88.20

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

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