NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 04-Dec-2012

Day Change Summary
	Previous	Current
	03-Dec-2012	04-Dec-2012	Change	Change %	Previous Week
Open	90.80	90.79	-0.01	0.0%	90.00
High	92.05	90.95	-1.10	-1.2%	90.78
Low	90.55	89.45	-1.10	-1.2%	87.32
Close	90.92	90.30	-0.62	-0.7%	90.68
Range	1.50	1.50	0.00	0.0%	3.46
ATR	1.75	1.73	-0.02	-1.0%	0.00
Volume	19,823	18,240	-1,583	-8.0%	84,254

Daily Pivots for day following 04-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.73	94.02	91.13
R3	93.23	92.52	90.71
R2	91.73	91.73	90.58
R1	91.02	91.02	90.44	90.63
PP	90.23	90.23	90.23	90.04
S1	89.52	89.52	90.16	89.13
S2	88.73	88.73	90.03
S3	87.23	88.02	89.89
S4	85.73	86.52	89.48

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.97	98.79	92.58
R3	96.51	95.33	91.63
R2	93.05	93.05	91.31
R1	91.87	91.87	91.00	92.46
PP	89.59	89.59	89.59	89.89
S1	88.41	88.41	90.36	89.00
S2	86.13	86.13	90.05
S3	82.67	84.95	89.73
S4	79.21	81.49	88.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.05	87.32	4.73	5.2%	1.55	1.7%	63%	False	False	20,631
10	92.05	87.32	4.73	5.2%	1.55	1.7%	63%	False	False	18,086
20	92.05	86.42	5.63	6.2%	1.82	2.0%	69%	False	False	18,896
40	95.40	86.42	8.98	9.9%	1.76	1.9%	43%	False	False	14,253
60	101.50	86.42	15.08	16.7%	1.79	2.0%	26%	False	False	12,260
80	101.50	86.42	15.08	16.7%	1.62	1.8%	26%	False	False	10,671

Crabel Price Patterns
NR	False
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	0.20

Fibonacci Retracements and Extensions
4.250	97.33
2.618	94.88
1.618	93.38
1.000	92.45
0.618	91.88
HIGH	90.95
0.618	90.38
0.500	90.20
0.382	90.02
LOW	89.45
0.618	88.52
1.000	87.95
1.618	87.02
2.618	85.52
4.250	83.08

Fisher Pivots for day following 04-Dec-2012
Pivot	1 day	3 day
R1	90.27	90.70
PP	90.23	90.56
S1	90.20	90.43

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols