NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 89.76 89.79 0.03 0.0% 88.87
High 89.98 90.41 0.43 0.5% 90.12
Low 89.13 89.60 0.47 0.5% 88.00
Close 89.40 90.25 0.85 1.0% 89.33
Range 0.85 0.81 -0.04 -4.7% 2.12
ATR 1.52 1.49 -0.04 -2.4% 0.00
Volume 68,655 28,841 -39,814 -58.0% 139,797
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 92.52 92.19 90.70
R3 91.71 91.38 90.47
R2 90.90 90.90 90.40
R1 90.57 90.57 90.32 90.74
PP 90.09 90.09 90.09 90.17
S1 89.76 89.76 90.18 89.93
S2 89.28 89.28 90.10
S3 88.47 88.95 90.03
S4 87.66 88.14 89.80
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.51 94.54 90.50
R3 93.39 92.42 89.91
R2 91.27 91.27 89.72
R1 90.30 90.30 89.52 90.79
PP 89.15 89.15 89.15 89.39
S1 88.18 88.18 89.14 88.67
S2 87.03 87.03 88.94
S3 84.91 86.06 88.75
S4 82.79 83.94 88.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.41 88.30 2.11 2.3% 1.02 1.1% 92% True False 37,804
10 91.59 88.00 3.59 4.0% 1.22 1.4% 63% False False 33,534
20 92.73 88.00 4.73 5.2% 1.41 1.6% 48% False False 28,598
40 92.73 87.22 5.51 6.1% 1.65 1.8% 55% False False 26,330
60 95.69 87.22 8.47 9.4% 1.77 2.0% 36% False False 25,371
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 True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.85
2.618 92.53
1.618 91.72
1.000 91.22
0.618 90.91
HIGH 90.41
0.618 90.10
0.500 90.01
0.382 89.91
LOW 89.60
0.618 89.10
1.000 88.79
1.618 88.29
2.618 87.48
4.250 86.16
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 90.17 90.03
PP 90.09 89.81
S1 90.01 89.60

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

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