NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 91.00 88.00 -3.00 -3.3% 88.89
High 91.68 88.74 -2.94 -3.2% 90.06
Low 87.22 87.61 0.39 0.4% 87.46
Close 87.59 88.24 0.65 0.7% 88.02
Range 4.46 1.13 -3.33 -74.7% 2.60
ATR 2.11 2.04 -0.07 -3.3% 0.00
Volume 32,650 28,752 -3,898 -11.9% 88,951
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.59 91.04 88.86
R3 90.46 89.91 88.55
R2 89.33 89.33 88.45
R1 88.78 88.78 88.34 89.06
PP 88.20 88.20 88.20 88.33
S1 87.65 87.65 88.14 87.93
S2 87.07 87.07 88.03
S3 85.94 86.52 87.93
S4 84.81 85.39 87.62
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% 2.53 2.9% 21% False False 26,820
10 92.03 87.22 4.81 5.5% 1.90 2.1% 21% False False 22,145
20 95.50 87.22 8.28 9.4% 1.88 2.1% 12% False False 22,861
40 101.40 87.22 14.18 16.1% 2.06 2.3% 7% False False 24,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 93.54
2.618 91.70
1.618 90.57
1.000 89.87
0.618 89.44
HIGH 88.74
0.618 88.31
0.500 88.18
0.382 88.04
LOW 87.61
0.618 86.91
1.000 86.48
1.618 85.78
2.618 84.65
4.250 82.81
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 88.22 89.63
PP 88.20 89.16
S1 88.18 88.70

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

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