NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 91.28 91.55 0.27 0.3% 90.92
High 92.73 91.77 -0.96 -1.0% 91.54
Low 91.19 90.27 -0.92 -1.0% 88.22
Close 91.72 91.17 -0.55 -0.6% 91.43
Range 1.54 1.50 -0.04 -2.6% 3.32
ATR 1.78 1.76 -0.02 -1.1% 0.00
Volume 29,900 24,046 -5,854 -19.6% 95,408
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.57 94.87 92.00
R3 94.07 93.37 91.58
R2 92.57 92.57 91.45
R1 91.87 91.87 91.31 91.47
PP 91.07 91.07 91.07 90.87
S1 90.37 90.37 91.03 89.97
S2 89.57 89.57 90.90
S3 88.07 88.87 90.76
S4 86.57 87.37 90.35
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% 1.63 1.8% 65% False False 25,089
10 92.73 88.22 4.51 4.9% 1.61 1.8% 65% False False 23,662
20 92.73 87.22 5.51 6.0% 1.87 2.1% 72% False False 25,283
40 95.69 87.22 8.47 9.3% 1.82 2.0% 47% False False 24,177
60 101.40 87.22 14.18 15.6% 1.91 2.1% 28% False False 24,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.22
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.15
2.618 95.70
1.618 94.20
1.000 93.27
0.618 92.70
HIGH 91.77
0.618 91.20
0.500 91.02
0.382 90.84
LOW 90.27
0.618 89.34
1.000 88.77
1.618 87.84
2.618 86.34
4.250 83.90
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 91.12 91.37
PP 91.07 91.30
S1 91.02 91.24

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

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