NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 30-Nov-2012

Day Change Summary
	Previous	Current
	29-Nov-2012	30-Nov-2012	Change	Change %	Previous Week
Open	89.25	90.10	0.85	1.0%	90.92
High	91.10	91.54	0.44	0.5%	91.54
Low	89.25	90.00	0.75	0.8%	88.22
Close	90.59	91.43	0.84	0.9%	91.43
Range	1.85	1.54	-0.31	-16.8%	3.32
ATR	1.82	1.80	-0.02	-1.1%	0.00
Volume	20,354	34,286	13,932	68.4%	95,408

Daily Pivots for day following 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.61	95.06	92.28
R3	94.07	93.52	91.85
R2	92.53	92.53	91.71
R1	91.98	91.98	91.57	92.26
PP	90.99	90.99	90.99	91.13
S1	90.44	90.44	91.29	90.72
S2	89.45	89.45	91.15
S3	87.91	88.90	91.01
S4	86.37	87.36	90.58

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.36	99.21	93.26
R3	97.04	95.89	92.34
R2	93.72	93.72	92.04
R1	92.57	92.57	91.73	93.15
PP	90.40	90.40	90.40	90.68
S1	89.25	89.25	91.13	89.83
S2	87.08	87.08	90.82
S3	83.76	85.93	90.52
S4	80.44	82.61	89.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.54	88.22	3.32	3.6%	1.46	1.6%	97%	True	False	19,081
10	91.91	87.97	3.94	4.3%	1.68	1.8%	88%	False	False	24,444
20	92.03	87.22	4.81	5.3%	1.90	2.1%	88%	False	False	25,145
40	95.69	87.22	8.47	9.3%	1.84	2.0%	50%	False	False	24,231

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	0.23
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.09
2.618	95.57
1.618	94.03
1.000	93.08
0.618	92.49
HIGH	91.54
0.618	90.95
0.500	90.77
0.382	90.59
LOW	90.00
0.618	89.05
1.000	88.46
1.618	87.51
2.618	85.97
4.250	83.46

Fisher Pivots for day following 30-Nov-2012
Pivot	1 day	3 day
R1	91.21	90.91
PP	90.99	90.40
S1	90.77	89.88

Download as Excel Spreadsheet

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

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