NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 92.94 93.34 0.40 0.4% 89.79
High 93.16 93.35 0.19 0.2% 92.33
Low 92.74 92.30 -0.44 -0.5% 89.70
Close 93.08 93.04 -0.04 0.0% 91.08
Range 0.42 1.05 0.63 150.0% 2.63
ATR 1.03 1.03 0.00 0.1% 0.00
Volume 936 4,048 3,112 332.5% 19,039
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.05 95.59 93.62
R3 95.00 94.54 93.33
R2 93.95 93.95 93.23
R1 93.49 93.49 93.14 93.20
PP 92.90 92.90 92.90 92.75
S1 92.44 92.44 92.94 92.15
S2 91.85 91.85 92.85
S3 90.80 91.39 92.75
S4 89.75 90.34 92.46
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 93.35 90.90 2.45 2.6% 0.55 0.6% 87% True False 3,537
10 93.35 88.72 4.63 5.0% 0.63 0.7% 93% True False 3,743
20 93.35 88.72 4.63 5.0% 0.71 0.8% 93% True False 3,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.81
2.618 96.10
1.618 95.05
1.000 94.40
0.618 94.00
HIGH 93.35
0.618 92.95
0.500 92.83
0.382 92.70
LOW 92.30
0.618 91.65
1.000 91.25
1.618 90.60
2.618 89.55
4.250 87.84
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 92.97 92.74
PP 92.90 92.43
S1 92.83 92.13

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

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