NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 90.92 90.50 -0.42 -0.5% 89.75
High 91.01 90.74 -0.27 -0.3% 91.91
Low 90.05 89.49 -0.56 -0.6% 88.73
Close 90.38 89.84 -0.54 -0.6% 91.01
Range 0.96 1.25 0.29 30.2% 3.18
ATR 1.87 1.83 -0.04 -2.4% 0.00
Volume 5,701 18,206 12,505 219.3% 123,795
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.77 93.06 90.53
R3 92.52 91.81 90.18
R2 91.27 91.27 90.07
R1 90.56 90.56 89.95 90.29
PP 90.02 90.02 90.02 89.89
S1 89.31 89.31 89.73 89.04
S2 88.77 88.77 89.61
S3 87.52 88.06 89.50
S4 86.27 86.81 89.15
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 91.49 88.73 2.76 3.1% 1.59 1.8% 40% False False 22,234
10 91.91 87.90 4.01 4.5% 1.65 1.8% 48% False False 25,259
20 92.03 87.22 4.81 5.4% 1.82 2.0% 54% False False 23,744
40 95.69 87.22 8.47 9.4% 1.92 2.1% 31% False False 24,068
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.05
2.618 94.01
1.618 92.76
1.000 91.99
0.618 91.51
HIGH 90.74
0.618 90.26
0.500 90.12
0.382 89.97
LOW 89.49
0.618 88.72
1.000 88.24
1.618 87.47
2.618 86.22
4.250 84.18
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 90.12 90.31
PP 90.02 90.15
S1 89.93 90.00

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

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