NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 91.23 90.00 -1.23 -1.3% 89.34
High 91.49 90.60 -0.89 -1.0% 89.91
Low 88.73 89.07 0.34 0.4% 87.90
Close 89.38 90.03 0.65 0.7% 89.36
Range 2.76 1.53 -1.23 -44.6% 2.01
ATR 2.01 1.98 -0.03 -1.7% 0.00
Volume 36,207 33,574 -2,633 -7.3% 126,081
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.49 93.79 90.87
R3 92.96 92.26 90.45
R2 91.43 91.43 90.31
R1 90.73 90.73 90.17 91.08
PP 89.90 89.90 89.90 90.08
S1 89.20 89.20 89.89 89.55
S2 88.37 88.37 89.75
S3 86.84 87.67 89.61
S4 85.31 86.14 89.19
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% 2.02 2.2% 53% False False 32,682
10 91.91 87.38 4.53 5.0% 1.77 2.0% 58% False False 28,466
20 92.03 87.22 4.81 5.3% 1.84 2.0% 58% False False 25,321
40 95.69 87.22 8.47 9.4% 1.96 2.2% 33% False False 24,346
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.10
2.618 94.61
1.618 93.08
1.000 92.13
0.618 91.55
HIGH 90.60
0.618 90.02
0.500 89.84
0.382 89.65
LOW 89.07
0.618 88.12
1.000 87.54
1.618 86.59
2.618 85.06
4.250 82.57
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 89.97 90.32
PP 89.90 90.22
S1 89.84 90.13

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

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