NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 90.00 90.18 0.18 0.2% 89.75
High 90.60 91.12 0.52 0.6% 91.91
Low 89.07 89.69 0.62 0.7% 88.73
Close 90.03 91.01 0.98 1.1% 91.01
Range 1.53 1.43 -0.10 -6.5% 3.18
ATR 1.98 1.94 -0.04 -2.0% 0.00
Volume 33,574 17,486 -16,088 -47.9% 123,795
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.90 94.38 91.80
R3 93.47 92.95 91.40
R2 92.04 92.04 91.27
R1 91.52 91.52 91.14 91.78
PP 90.61 90.61 90.61 90.74
S1 90.09 90.09 90.88 90.35
S2 89.18 89.18 90.75
S3 87.75 88.66 90.62
S4 86.32 87.23 90.22
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 100.09 98.73 92.76
R3 96.91 95.55 91.88
R2 93.73 93.73 91.59
R1 92.37 92.37 91.30 93.05
PP 90.55 90.55 90.55 90.89
S1 89.19 89.19 90.72 89.87
S2 87.37 87.37 90.43
S3 84.19 86.01 90.14
S4 81.01 82.83 89.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.91 87.97 3.94 4.3% 1.91 2.1% 77% False False 29,806
10 91.91 87.38 4.53 5.0% 1.80 2.0% 80% False False 27,340
20 92.03 87.22 4.81 5.3% 1.85 2.0% 79% False False 24,742
40 95.69 87.22 8.47 9.3% 1.94 2.1% 45% False False 24,216
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.46
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.20
2.618 94.86
1.618 93.43
1.000 92.55
0.618 92.00
HIGH 91.12
0.618 90.57
0.500 90.41
0.382 90.24
LOW 89.69
0.618 88.81
1.000 88.26
1.618 87.38
2.618 85.95
4.250 83.61
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 90.81 90.71
PP 90.61 90.41
S1 90.41 90.11

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

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