NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 89.25 89.24 -0.01 0.0% 91.52
High 89.65 89.53 -0.12 -0.1% 92.85
Low 88.89 88.60 -0.29 -0.3% 88.89
Close 89.06 88.64 -0.42 -0.5% 89.06
Range 0.76 0.93 0.17 22.4% 3.96
ATR 1.39 1.36 -0.03 -2.4% 0.00
Volume 6,483 5,850 -633 -9.8% 22,802
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.71 91.11 89.15
R3 90.78 90.18 88.90
R2 89.85 89.85 88.81
R1 89.25 89.25 88.73 89.09
PP 88.92 88.92 88.92 88.84
S1 88.32 88.32 88.55 88.16
S2 87.99 87.99 88.47
S3 87.06 87.39 88.38
S4 86.13 86.46 88.13
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 102.15 99.56 91.24
R3 98.19 95.60 90.15
R2 94.23 94.23 89.79
R1 91.64 91.64 89.42 90.96
PP 90.27 90.27 90.27 89.92
S1 87.68 87.68 88.70 87.00
S2 86.31 86.31 88.33
S3 82.35 83.72 87.97
S4 78.39 79.76 86.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.89 88.60 3.29 3.7% 1.08 1.2% 1% False True 4,908
10 92.85 88.57 4.28 4.8% 1.14 1.3% 2% False False 4,416
20 92.85 88.32 4.53 5.1% 1.15 1.3% 7% False False 4,470
40 95.43 87.76 7.67 8.7% 1.28 1.4% 11% False False 4,124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.48
2.618 91.96
1.618 91.03
1.000 90.46
0.618 90.10
HIGH 89.53
0.618 89.17
0.500 89.07
0.382 88.96
LOW 88.60
0.618 88.03
1.000 87.67
1.618 87.10
2.618 86.17
4.250 84.65
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 89.07 89.65
PP 88.92 89.31
S1 88.78 88.98

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

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