NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 88.32 89.07 0.75 0.8% 88.56
High 89.09 89.60 0.51 0.6% 89.60
Low 88.32 88.68 0.36 0.4% 87.62
Close 88.93 89.09 0.16 0.2% 88.93
Range 0.77 0.92 0.15 19.5% 1.98
ATR 1.49 1.45 -0.04 -2.7% 0.00
Volume 13,690 44,807 31,117 227.3% 95,226
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.88 91.41 89.60
R3 90.96 90.49 89.34
R2 90.04 90.04 89.26
R1 89.57 89.57 89.17 89.81
PP 89.12 89.12 89.12 89.24
S1 88.65 88.65 89.01 88.89
S2 88.20 88.20 88.92
S3 87.28 87.73 88.84
S4 86.36 86.81 88.58
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% 1.00 1.1% 74% True False 24,492
10 91.38 87.62 3.76 4.2% 1.25 1.4% 39% False False 20,801
20 92.37 87.62 4.75 5.3% 1.39 1.6% 31% False False 16,626
40 93.21 86.95 6.26 7.0% 1.60 1.8% 34% False False 13,228
60 95.57 86.95 8.62 9.7% 1.61 1.8% 25% False False 10,842
80 101.54 86.95 14.59 16.4% 1.54 1.7% 15% False False 9,756
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.51
2.618 92.01
1.618 91.09
1.000 90.52
0.618 90.17
HIGH 89.60
0.618 89.25
0.500 89.14
0.382 89.03
LOW 88.68
0.618 88.11
1.000 87.76
1.618 87.19
2.618 86.27
4.250 84.77
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 89.14 88.99
PP 89.12 88.89
S1 89.11 88.80

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

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