NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 88.75 91.00 2.25 2.5% 88.89
High 92.03 91.68 -0.35 -0.4% 90.06
Low 88.53 87.22 -1.31 -1.5% 87.46
Close 91.64 87.59 -4.05 -4.4% 88.02
Range 3.50 4.46 0.96 27.4% 2.60
ATR 1.93 2.11 0.18 9.4% 0.00
Volume 21,519 32,650 11,131 51.7% 88,951
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 102.21 99.36 90.04
R3 97.75 94.90 88.82
R2 93.29 93.29 88.41
R1 90.44 90.44 88.00 89.64
PP 88.83 88.83 88.83 88.43
S1 85.98 85.98 87.18 85.18
S2 84.37 84.37 86.77
S3 79.91 81.52 86.36
S4 75.45 77.06 85.14
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 96.31 94.77 89.45
R3 93.71 92.17 88.74
R2 91.11 91.11 88.50
R1 89.57 89.57 88.26 89.04
PP 88.51 88.51 88.51 88.25
S1 86.97 86.97 87.78 86.44
S2 85.91 85.91 87.54
S3 83.31 84.37 87.31
S4 80.71 81.77 86.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.03 87.22 4.81 5.5% 2.54 2.9% 8% False True 24,481
10 92.03 87.22 4.81 5.5% 1.92 2.2% 8% False True 22,176
20 95.50 87.22 8.28 9.5% 1.91 2.2% 4% False True 23,075
40 101.40 87.22 14.18 16.2% 2.07 2.4% 3% False True 24,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 110.64
2.618 103.36
1.618 98.90
1.000 96.14
0.618 94.44
HIGH 91.68
0.618 89.98
0.500 89.45
0.382 88.92
LOW 87.22
0.618 84.46
1.000 82.76
1.618 80.00
2.618 75.54
4.250 68.27
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 89.45 89.63
PP 88.83 88.95
S1 88.21 88.27

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

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