NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 91.06 91.45 0.39 0.4% 89.07
High 91.98 91.45 -0.53 -0.6% 91.98
Low 90.90 89.65 -1.25 -1.4% 88.68
Close 91.71 90.33 -1.38 -1.5% 90.33
Range 1.08 1.80 0.72 66.7% 3.30
ATR 1.42 1.47 0.05 3.2% 0.00
Volume 23,074 18,281 -4,793 -20.8% 112,316
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.88 94.90 91.32
R3 94.08 93.10 90.83
R2 92.28 92.28 90.66
R1 91.30 91.30 90.50 90.89
PP 90.48 90.48 90.48 90.27
S1 89.50 89.50 90.17 89.09
S2 88.68 88.68 90.00
S3 86.88 87.70 89.84
S4 85.08 85.90 89.34
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.23 98.58 92.15
R3 96.93 95.28 91.24
R2 93.63 93.63 90.94
R1 91.98 91.98 90.63 92.81
PP 90.33 90.33 90.33 90.74
S1 88.68 88.68 90.03 89.51
S2 87.03 87.03 89.73
S3 83.73 85.38 89.42
S4 80.43 82.08 88.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.98 88.68 3.30 3.7% 1.32 1.5% 50% False False 22,463
10 91.98 87.62 4.36 4.8% 1.20 1.3% 62% False False 20,754
20 92.37 87.62 4.75 5.3% 1.31 1.4% 57% False False 17,265
40 92.37 86.95 5.42 6.0% 1.53 1.7% 62% False False 14,198
60 95.57 86.95 8.62 9.5% 1.60 1.8% 39% False False 11,563
80 101.54 86.95 14.59 16.2% 1.56 1.7% 23% False False 10,385
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.10
2.618 96.16
1.618 94.36
1.000 93.25
0.618 92.56
HIGH 91.45
0.618 90.76
0.500 90.55
0.382 90.34
LOW 89.65
0.618 88.54
1.000 87.85
1.618 86.74
2.618 84.94
4.250 82.00
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 90.55 90.82
PP 90.48 90.65
S1 90.40 90.49

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

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