NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 90.10 91.28 1.18 1.3% 90.92
High 91.54 92.73 1.19 1.3% 91.54
Low 90.00 91.19 1.19 1.3% 88.22
Close 91.43 91.72 0.29 0.3% 91.43
Range 1.54 1.54 0.00 0.0% 3.32
ATR 1.80 1.78 -0.02 -1.0% 0.00
Volume 34,286 29,900 -4,386 -12.8% 95,408
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.50 95.65 92.57
R3 94.96 94.11 92.14
R2 93.42 93.42 92.00
R1 92.57 92.57 91.86 93.00
PP 91.88 91.88 91.88 92.09
S1 91.03 91.03 91.58 91.46
S2 90.34 90.34 91.44
S3 88.80 89.49 91.30
S4 87.26 87.95 90.87
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 100.36 99.21 93.26
R3 97.04 95.89 92.34
R2 93.72 93.72 92.04
R1 92.57 92.57 91.73 93.15
PP 90.40 90.40 90.40 90.68
S1 89.25 89.25 91.13 89.83
S2 87.08 87.08 90.82
S3 83.76 85.93 90.52
S4 80.44 82.61 89.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.73 88.22 4.51 4.9% 1.58 1.7% 78% True False 23,921
10 92.73 88.22 4.51 4.9% 1.67 1.8% 78% True False 24,910
20 92.73 87.22 5.51 6.0% 1.87 2.0% 82% True False 25,566
40 95.69 87.22 8.47 9.2% 1.82 2.0% 53% False False 24,311
60 101.40 87.22 14.18 15.5% 1.90 2.1% 32% False False 24,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.20
Fibonacci Retracements and Extensions
4.250 99.28
2.618 96.76
1.618 95.22
1.000 94.27
0.618 93.68
HIGH 92.73
0.618 92.14
0.500 91.96
0.382 91.78
LOW 91.19
0.618 90.24
1.000 89.65
1.618 88.70
2.618 87.16
4.250 84.65
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 91.96 91.48
PP 91.88 91.23
S1 91.80 90.99

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

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