NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 88.57 89.27 0.70 0.8% 91.28
High 90.12 89.45 -0.67 -0.7% 92.73
Low 88.54 88.30 -0.24 -0.3% 88.56
Close 89.32 88.39 -0.93 -1.0% 88.76
Range 1.58 1.15 -0.43 -27.2% 4.17
ATR 1.65 1.61 -0.04 -2.2% 0.00
Volume 22,838 45,793 22,955 100.5% 151,999
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 92.16 91.43 89.02
R3 91.01 90.28 88.71
R2 89.86 89.86 88.60
R1 89.13 89.13 88.50 88.92
PP 88.71 88.71 88.71 88.61
S1 87.98 87.98 88.28 87.77
S2 87.56 87.56 88.18
S3 86.41 86.83 88.07
S4 85.26 85.68 87.76
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 102.53 99.81 91.05
R3 98.36 95.64 89.91
R2 94.19 94.19 89.52
R1 91.47 91.47 89.14 90.75
PP 90.02 90.02 90.02 89.65
S1 87.30 87.30 88.38 86.58
S2 85.85 85.85 88.00
S3 81.68 83.13 87.61
S4 77.51 78.96 86.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.12 88.00 2.12 2.4% 1.22 1.4% 18% False False 30,765
10 92.73 88.00 4.73 5.4% 1.44 1.6% 8% False False 30,318
20 92.73 87.90 4.83 5.5% 1.59 1.8% 10% False False 27,260
40 95.50 87.22 8.28 9.4% 1.77 2.0% 14% False False 25,089
60 95.69 87.22 8.47 9.6% 1.80 2.0% 14% False False 24,714
Crabel Price Patterns
NR True
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.34
2.618 92.46
1.618 91.31
1.000 90.60
0.618 90.16
HIGH 89.45
0.618 89.01
0.500 88.88
0.382 88.74
LOW 88.30
0.618 87.59
1.000 87.15
1.618 86.44
2.618 85.29
4.250 83.41
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 88.88 89.06
PP 88.71 88.84
S1 88.55 88.61

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

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