NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 88.91 88.32 -0.59 -0.7% 88.56
High 89.00 89.09 0.09 0.1% 89.60
Low 87.99 88.32 0.33 0.4% 87.62
Close 88.05 88.93 0.88 1.0% 88.93
Range 1.01 0.77 -0.24 -23.8% 1.98
ATR 1.52 1.49 -0.03 -2.3% 0.00
Volume 31,725 13,690 -18,035 -56.8% 95,226
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.09 90.78 89.35
R3 90.32 90.01 89.14
R2 89.55 89.55 89.07
R1 89.24 89.24 89.00 89.40
PP 88.78 88.78 88.78 88.86
S1 88.47 88.47 88.86 88.63
S2 88.01 88.01 88.79
S3 87.24 87.70 88.72
S4 86.47 86.93 88.51
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.66 93.77 90.02
R3 92.68 91.79 89.47
R2 90.70 90.70 89.29
R1 89.81 89.81 89.11 90.26
PP 88.72 88.72 88.72 88.94
S1 87.83 87.83 88.75 88.28
S2 86.74 86.74 88.57
S3 84.76 85.85 88.39
S4 82.78 83.87 87.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.60 87.62 1.98 2.2% 1.08 1.2% 66% False False 19,045
10 92.37 87.62 4.75 5.3% 1.29 1.5% 28% False False 17,875
20 92.37 87.62 4.75 5.3% 1.42 1.6% 28% False False 14,938
40 95.26 86.95 8.31 9.3% 1.65 1.9% 24% False False 12,322
60 95.57 86.95 8.62 9.7% 1.61 1.8% 23% False False 10,154
80 101.54 86.95 14.59 16.4% 1.55 1.7% 14% False False 9,248
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 92.36
2.618 91.11
1.618 90.34
1.000 89.86
0.618 89.57
HIGH 89.09
0.618 88.80
0.500 88.71
0.382 88.61
LOW 88.32
0.618 87.84
1.000 87.55
1.618 87.07
2.618 86.30
4.250 85.05
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 88.86 88.89
PP 88.78 88.84
S1 88.71 88.80

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

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