NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 84.65 85.67 1.02 1.2% 86.43
High 85.90 89.22 3.32 3.9% 87.42
Low 84.34 85.42 1.08 1.3% 84.66
Close 85.65 88.71 3.06 3.6% 84.86
Range 1.56 3.80 2.24 143.6% 2.76
ATR 2.06 2.19 0.12 6.0% 0.00
Volume 221,397 303,429 82,032 37.1% 959,018
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.18 97.75 90.80
R3 95.38 93.95 89.76
R2 91.58 91.58 89.41
R1 90.15 90.15 89.06 90.87
PP 87.78 87.78 87.78 88.14
S1 86.35 86.35 88.36 87.07
S2 83.98 83.98 88.01
S3 80.18 82.55 87.67
S4 76.38 78.75 86.62
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.93 92.15 86.38
R3 91.17 89.39 85.62
R2 88.41 88.41 85.37
R1 86.63 86.63 85.11 86.14
PP 85.65 85.65 85.65 85.40
S1 83.87 83.87 84.61 83.38
S2 82.89 82.89 84.35
S3 80.13 81.11 84.10
S4 77.37 78.35 83.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.22 84.34 4.88 5.5% 2.20 2.5% 90% True False 246,378
10 89.22 84.34 4.88 5.5% 1.94 2.2% 90% True False 220,306
20 94.02 84.34 9.68 10.9% 2.07 2.3% 45% False False 205,503
40 101.01 84.34 16.67 18.8% 2.32 2.6% 26% False False 144,153
60 101.01 84.34 16.67 18.8% 2.16 2.4% 26% False False 116,555
80 101.01 84.34 16.67 18.8% 2.16 2.4% 26% False False 99,582
100 101.01 79.12 21.89 24.7% 2.28 2.6% 44% False False 88,841
120 101.01 79.12 21.89 24.7% 2.30 2.6% 44% False False 81,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 105.37
2.618 99.17
1.618 95.37
1.000 93.02
0.618 91.57
HIGH 89.22
0.618 87.77
0.500 87.32
0.382 86.87
LOW 85.42
0.618 83.07
1.000 81.62
1.618 79.27
2.618 75.47
4.250 69.27
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 88.25 88.07
PP 87.78 87.42
S1 87.32 86.78

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

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