NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 90.34 91.86 1.52 1.7% 89.24
High 92.08 92.48 0.40 0.4% 89.88
Low 90.34 91.42 1.08 1.2% 88.48
Close 92.00 92.25 0.25 0.3% 89.60
Range 1.74 1.06 -0.68 -39.1% 1.40
ATR 1.23 1.22 -0.01 -1.0% 0.00
Volume 4,858 8,798 3,940 81.1% 36,055
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.23 94.80 92.83
R3 94.17 93.74 92.54
R2 93.11 93.11 92.44
R1 92.68 92.68 92.35 92.90
PP 92.05 92.05 92.05 92.16
S1 91.62 91.62 92.15 91.84
S2 90.99 90.99 92.06
S3 89.93 90.56 91.96
S4 88.87 89.50 91.67
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 92.48 89.13 3.35 3.6% 0.94 1.0% 93% True False 7,309
10 92.48 88.48 4.00 4.3% 0.89 1.0% 94% True False 7,339
20 92.85 88.48 4.37 4.7% 1.02 1.1% 86% False False 5,479
40 92.85 87.76 5.09 5.5% 1.18 1.3% 88% False False 4,827
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.99
2.618 95.26
1.618 94.20
1.000 93.54
0.618 93.14
HIGH 92.48
0.618 92.08
0.500 91.95
0.382 91.82
LOW 91.42
0.618 90.76
1.000 90.36
1.618 89.70
2.618 88.64
4.250 86.92
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 92.15 91.89
PP 92.05 91.53
S1 91.95 91.17

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

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