NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 88.34 89.75 1.41 1.6% 89.34
High 89.63 91.91 2.28 2.5% 89.91
Low 87.97 89.75 1.78 2.0% 87.90
Close 89.36 91.50 2.14 2.4% 89.36
Range 1.66 2.16 0.50 30.1% 2.01
ATR 1.91 1.96 0.05 2.4% 0.00
Volume 25,239 36,528 11,289 44.7% 126,081
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 97.53 96.68 92.69
R3 95.37 94.52 92.09
R2 93.21 93.21 91.90
R1 92.36 92.36 91.70 92.79
PP 91.05 91.05 91.05 91.27
S1 90.20 90.20 91.30 90.63
S2 88.89 88.89 91.10
S3 86.73 88.04 90.91
S4 84.57 85.88 90.31
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 95.09 94.23 90.47
R3 93.08 92.22 89.91
R2 91.07 91.07 89.73
R1 90.21 90.21 89.54 90.64
PP 89.06 89.06 89.06 89.27
S1 88.20 88.20 89.18 88.63
S2 87.05 87.05 88.99
S3 85.04 86.19 88.81
S4 83.03 84.18 88.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.91 87.90 4.01 4.4% 1.71 1.9% 90% True False 28,283
10 92.03 87.22 4.81 5.3% 2.14 2.3% 89% False False 26,905
20 92.03 87.22 4.81 5.3% 1.89 2.1% 89% False False 24,062
40 95.69 87.22 8.47 9.3% 1.96 2.1% 51% False False 23,757
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.09
2.618 97.56
1.618 95.40
1.000 94.07
0.618 93.24
HIGH 91.91
0.618 91.08
0.500 90.83
0.382 90.58
LOW 89.75
0.618 88.42
1.000 87.59
1.618 86.26
2.618 84.10
4.250 80.57
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 91.28 90.97
PP 91.05 90.44
S1 90.83 89.91

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

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