NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 89.13 89.85 0.72 0.8% 89.24
High 89.68 90.18 0.50 0.6% 89.88
Low 89.13 89.54 0.41 0.5% 88.48
Close 89.60 89.60 0.00 0.0% 89.60
Range 0.55 0.64 0.09 16.4% 1.40
ATR 1.26 1.21 -0.04 -3.5% 0.00
Volume 5,693 12,272 6,579 115.6% 36,055
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.69 91.29 89.95
R3 91.05 90.65 89.78
R2 90.41 90.41 89.72
R1 90.01 90.01 89.66 89.89
PP 89.77 89.77 89.77 89.72
S1 89.37 89.37 89.54 89.25
S2 89.13 89.13 89.48
S3 88.49 88.73 89.42
S4 87.85 88.09 89.25
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.52 92.96 90.37
R3 92.12 91.56 89.99
R2 90.72 90.72 89.86
R1 90.16 90.16 89.73 90.44
PP 89.32 89.32 89.32 89.46
S1 88.76 88.76 89.47 89.04
S2 87.92 87.92 89.34
S3 86.52 87.36 89.22
S4 85.12 85.96 88.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.18 88.48 1.70 1.9% 0.74 0.8% 66% True False 8,495
10 91.89 88.48 3.41 3.8% 0.91 1.0% 33% False False 6,702
20 92.85 88.48 4.37 4.9% 1.12 1.3% 26% False False 5,510
40 92.85 87.76 5.09 5.7% 1.20 1.3% 36% False False 4,585
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.90
2.618 91.86
1.618 91.22
1.000 90.82
0.618 90.58
HIGH 90.18
0.618 89.94
0.500 89.86
0.382 89.78
LOW 89.54
0.618 89.14
1.000 88.90
1.618 88.50
2.618 87.86
4.250 86.82
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 89.86 89.52
PP 89.77 89.44
S1 89.69 89.37

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

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