NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 93.32 93.32 0.00 0.0% 90.89
High 93.36 93.36 0.00 0.0% 93.36
Low 92.42 92.55 0.13 0.1% 90.61
Close 92.97 92.84 -0.13 -0.1% 92.84
Range 0.94 0.81 -0.13 -13.8% 2.75
ATR 1.25 1.21 -0.03 -2.5% 0.00
Volume 8,228 8,902 674 8.2% 25,448
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.35 94.90 93.29
R3 94.54 94.09 93.06
R2 93.73 93.73 92.99
R1 93.28 93.28 92.91 93.10
PP 92.92 92.92 92.92 92.83
S1 92.47 92.47 92.77 92.29
S2 92.11 92.11 92.69
S3 91.30 91.66 92.62
S4 90.49 90.85 92.39
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.52 99.43 94.35
R3 97.77 96.68 93.60
R2 95.02 95.02 93.34
R1 93.93 93.93 93.09 94.48
PP 92.27 92.27 92.27 92.54
S1 91.18 91.18 92.59 91.73
S2 89.52 89.52 92.34
S3 86.77 88.43 92.08
S4 84.02 85.68 91.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.36 90.49 2.87 3.1% 0.84 0.9% 82% True False 6,515
10 93.36 89.13 4.23 4.6% 0.89 1.0% 88% True False 6,912
20 93.36 88.48 4.88 5.3% 0.98 1.1% 89% True False 6,377
40 93.36 87.76 5.60 6.0% 1.20 1.3% 91% True False 5,226
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.80
2.618 95.48
1.618 94.67
1.000 94.17
0.618 93.86
HIGH 93.36
0.618 93.05
0.500 92.96
0.382 92.86
LOW 92.55
0.618 92.05
1.000 91.74
1.618 91.24
2.618 90.43
4.250 89.11
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 92.96 92.82
PP 92.92 92.80
S1 92.88 92.78

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

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