NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 89.34 88.78 -0.56 -0.6% 87.89
High 89.81 89.43 -0.38 -0.4% 92.03
Low 88.63 88.14 -0.49 -0.6% 87.22
Close 88.92 88.82 -0.10 -0.1% 89.29
Range 1.18 1.29 0.11 9.3% 4.81
ATR 2.01 1.96 -0.05 -2.6% 0.00
Volume 21,192 19,320 -1,872 -8.8% 136,152
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.67 92.03 89.53
R3 91.38 90.74 89.17
R2 90.09 90.09 89.06
R1 89.45 89.45 88.94 89.77
PP 88.80 88.80 88.80 88.96
S1 88.16 88.16 88.70 88.48
S2 87.51 87.51 88.58
S3 86.22 86.87 88.47
S4 84.93 85.58 88.11
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 103.94 101.43 91.94
R3 99.13 96.62 90.61
R2 94.32 94.32 90.17
R1 91.81 91.81 89.73 93.07
PP 89.51 89.51 89.51 90.14
S1 87.00 87.00 88.85 88.26
S2 84.70 84.70 88.41
S3 79.89 82.19 87.97
S4 75.08 77.38 86.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.68 87.22 4.46 5.0% 2.12 2.4% 36% False False 25,087
10 92.03 87.22 4.81 5.4% 2.02 2.3% 33% False False 22,576
20 95.50 87.22 8.28 9.3% 1.93 2.2% 19% False False 22,437
40 97.47 87.22 10.25 11.5% 1.98 2.2% 16% False False 23,167
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.91
2.618 92.81
1.618 91.52
1.000 90.72
0.618 90.23
HIGH 89.43
0.618 88.94
0.500 88.79
0.382 88.63
LOW 88.14
0.618 87.34
1.000 86.85
1.618 86.05
2.618 84.76
4.250 82.66
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 88.81 88.76
PP 88.80 88.70
S1 88.79 88.65

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

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