NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 89.61 90.05 0.44 0.5% 90.19
High 89.61 91.28 1.67 1.9% 91.99
Low 88.57 90.05 1.48 1.7% 89.13
Close 89.45 90.81 1.36 1.5% 91.29
Range 1.04 1.23 0.19 18.3% 2.86
ATR 1.42 1.45 0.03 2.1% 0.00
Volume 3,317 3,766 449 13.5% 22,622
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.40 93.84 91.49
R3 93.17 92.61 91.15
R2 91.94 91.94 91.04
R1 91.38 91.38 90.92 91.66
PP 90.71 90.71 90.71 90.86
S1 90.15 90.15 90.70 90.43
S2 89.48 89.48 90.58
S3 88.25 88.92 90.47
S4 87.02 87.69 90.13
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.38 98.20 92.86
R3 96.52 95.34 92.08
R2 93.66 93.66 91.81
R1 92.48 92.48 91.55 93.07
PP 90.80 90.80 90.80 91.10
S1 89.62 89.62 91.03 90.21
S2 87.94 87.94 90.77
S3 85.08 86.76 90.50
S4 82.22 83.90 89.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.29 88.57 2.72 3.0% 1.01 1.1% 82% False False 2,923
10 91.99 88.32 3.67 4.0% 1.24 1.4% 68% False False 4,077
20 92.00 87.76 4.24 4.7% 1.43 1.6% 72% False False 4,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.51
2.618 94.50
1.618 93.27
1.000 92.51
0.618 92.04
HIGH 91.28
0.618 90.81
0.500 90.67
0.382 90.52
LOW 90.05
0.618 89.29
1.000 88.82
1.618 88.06
2.618 86.83
4.250 84.82
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 90.76 90.52
PP 90.71 90.22
S1 90.67 89.93

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

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