NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 91.48 90.90 -0.58 -0.6% 89.79
High 91.48 91.07 -0.41 -0.4% 92.33
Low 91.02 90.90 -0.12 -0.1% 89.70
Close 91.08 91.07 -0.01 0.0% 91.08
Range 0.46 0.17 -0.29 -63.0% 2.63
ATR 1.01 0.95 -0.06 -5.9% 0.00
Volume 4,402 3,206 -1,196 -27.2% 19,039
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.52 91.47 91.16
R3 91.35 91.30 91.12
R2 91.18 91.18 91.10
R1 91.13 91.13 91.09 91.16
PP 91.01 91.01 91.01 91.03
S1 90.96 90.96 91.05 90.99
S2 90.84 90.84 91.04
S3 90.67 90.79 91.02
S4 90.50 90.62 90.98
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 98.93 97.63 92.53
R3 96.30 95.00 91.80
R2 93.67 93.67 91.56
R1 92.37 92.37 91.32 93.02
PP 91.04 91.04 91.04 91.36
S1 89.74 89.74 90.84 90.39
S2 88.41 88.41 90.60
S3 85.78 87.11 90.36
S4 83.15 84.48 89.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.33 90.30 2.03 2.2% 0.56 0.6% 38% False False 3,369
10 92.33 88.72 3.61 4.0% 0.58 0.6% 65% False False 4,340
20 92.94 88.72 4.22 4.6% 0.71 0.8% 56% False False 3,633
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 91.79
2.618 91.52
1.618 91.35
1.000 91.24
0.618 91.18
HIGH 91.07
0.618 91.01
0.500 90.99
0.382 90.96
LOW 90.90
0.618 90.79
1.000 90.73
1.618 90.62
2.618 90.45
4.250 90.18
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 91.04 91.62
PP 91.01 91.43
S1 90.99 91.25

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

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