NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 93.00 92.39 -0.61 -0.7% 90.65
High 93.26 93.58 0.32 0.3% 93.26
Low 92.20 91.77 -0.43 -0.5% 90.23
Close 92.61 93.49 0.88 1.0% 92.61
Range 1.06 1.81 0.75 70.8% 3.03
ATR 1.47 1.49 0.02 1.7% 0.00
Volume 21,143 19,045 -2,098 -9.9% 77,078
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 98.38 97.74 94.49
R3 96.57 95.93 93.99
R2 94.76 94.76 93.82
R1 94.12 94.12 93.66 94.44
PP 92.95 92.95 92.95 93.11
S1 92.31 92.31 93.32 92.63
S2 91.14 91.14 93.16
S3 89.33 90.50 92.99
S4 87.52 88.69 92.49
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 101.12 99.90 94.28
R3 98.09 96.87 93.44
R2 95.06 95.06 93.17
R1 93.84 93.84 92.89 94.45
PP 92.03 92.03 92.03 92.34
S1 90.81 90.81 92.33 91.42
S2 89.00 89.00 92.05
S3 85.97 87.78 91.78
S4 82.94 84.75 90.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.58 90.23 3.35 3.6% 1.34 1.4% 97% True False 19,224
10 93.58 89.13 4.45 4.8% 1.33 1.4% 98% True False 28,683
20 93.58 88.00 5.58 6.0% 1.34 1.4% 98% True False 28,931
40 93.58 87.22 6.36 6.8% 1.62 1.7% 99% True False 27,038
60 95.69 87.22 8.47 9.1% 1.67 1.8% 74% False False 25,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.27
2.618 98.32
1.618 96.51
1.000 95.39
0.618 94.70
HIGH 93.58
0.618 92.89
0.500 92.68
0.382 92.46
LOW 91.77
0.618 90.65
1.000 89.96
1.618 88.84
2.618 87.03
4.250 84.08
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 93.22 93.22
PP 92.95 92.95
S1 92.68 92.68

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

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