NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 89.24 88.70 -0.54 -0.6% 91.52
High 89.53 89.00 -0.53 -0.6% 92.85
Low 88.60 88.48 -0.12 -0.1% 88.89
Close 88.64 88.79 0.15 0.2% 89.06
Range 0.93 0.52 -0.41 -44.1% 3.96
ATR 1.36 1.30 -0.06 -4.4% 0.00
Volume 5,850 5,896 46 0.8% 22,802
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 90.32 90.07 89.08
R3 89.80 89.55 88.93
R2 89.28 89.28 88.89
R1 89.03 89.03 88.84 89.16
PP 88.76 88.76 88.76 88.82
S1 88.51 88.51 88.74 88.64
S2 88.24 88.24 88.69
S3 87.72 87.99 88.65
S4 87.20 87.47 88.50
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 88.48 3.41 3.8% 0.99 1.1% 9% False True 5,247
10 92.85 88.48 4.37 4.9% 1.09 1.2% 7% False True 4,688
20 92.85 88.32 4.53 5.1% 1.14 1.3% 10% False False 4,528
40 95.43 87.76 7.67 8.6% 1.25 1.4% 13% False False 4,194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 91.21
2.618 90.36
1.618 89.84
1.000 89.52
0.618 89.32
HIGH 89.00
0.618 88.80
0.500 88.74
0.382 88.68
LOW 88.48
0.618 88.16
1.000 87.96
1.618 87.64
2.618 87.12
4.250 86.27
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 88.77 89.07
PP 88.76 88.97
S1 88.74 88.88

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

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