NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 89.75 91.23 1.48 1.6% 89.34
High 91.91 91.49 -0.42 -0.5% 89.91
Low 89.75 88.73 -1.02 -1.1% 87.90
Close 91.50 89.38 -2.12 -2.3% 89.36
Range 2.16 2.76 0.60 27.8% 2.01
ATR 1.96 2.01 0.06 3.0% 0.00
Volume 36,528 36,207 -321 -0.9% 126,081
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 98.15 96.52 90.90
R3 95.39 93.76 90.14
R2 92.63 92.63 89.89
R1 91.00 91.00 89.63 90.44
PP 89.87 89.87 89.87 89.58
S1 88.24 88.24 89.13 87.68
S2 87.11 87.11 88.87
S3 84.35 85.48 88.62
S4 81.59 82.72 87.86
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 4.5% 2.01 2.2% 37% False False 31,660
10 91.91 87.22 4.69 5.2% 2.06 2.3% 46% False False 28,374
20 92.03 87.22 4.81 5.4% 1.88 2.1% 45% False False 24,990
40 95.69 87.22 8.47 9.5% 1.97 2.2% 26% False False 24,121
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 0.46
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 103.22
2.618 98.72
1.618 95.96
1.000 94.25
0.618 93.20
HIGH 91.49
0.618 90.44
0.500 90.11
0.382 89.78
LOW 88.73
0.618 87.02
1.000 85.97
1.618 84.26
2.618 81.50
4.250 77.00
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 90.11 89.94
PP 89.87 89.75
S1 89.62 89.57

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

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