NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 90.65 90.97 0.32 0.4% 89.76
High 90.78 93.10 2.32 2.6% 92.31
Low 90.23 90.97 0.74 0.8% 89.13
Close 90.67 92.81 2.14 2.4% 90.71
Range 0.55 2.13 1.58 287.3% 3.18
ATR 1.45 1.52 0.07 4.8% 0.00
Volume 21,565 4,912 -16,653 -77.2% 190,708
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 98.68 97.88 93.98
R3 96.55 95.75 93.40
R2 94.42 94.42 93.20
R1 93.62 93.62 93.01 94.02
PP 92.29 92.29 92.29 92.50
S1 91.49 91.49 92.61 91.89
S2 90.16 90.16 92.42
S3 88.03 89.36 92.22
S4 85.90 87.23 91.64
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.26 98.66 92.46
R3 97.08 95.48 91.58
R2 93.90 93.90 91.29
R1 92.30 92.30 91.00 93.10
PP 90.72 90.72 90.72 91.12
S1 89.12 89.12 90.42 89.92
S2 87.54 87.54 90.13
S3 84.36 85.94 89.84
S4 81.18 82.76 88.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.10 90.06 3.04 3.3% 1.51 1.6% 90% True False 23,937
10 93.10 88.30 4.80 5.2% 1.26 1.4% 94% True False 30,871
20 93.10 88.00 5.10 5.5% 1.39 1.5% 94% True False 29,024
40 93.10 87.22 5.88 6.3% 1.60 1.7% 95% True False 26,384
60 95.69 87.22 8.47 9.1% 1.74 1.9% 66% False False 25,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 102.15
2.618 98.68
1.618 96.55
1.000 95.23
0.618 94.42
HIGH 93.10
0.618 92.29
0.500 92.04
0.382 91.78
LOW 90.97
0.618 89.65
1.000 88.84
1.618 87.52
2.618 85.39
4.250 81.92
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 92.55 92.40
PP 92.29 91.99
S1 92.04 91.58

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

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