NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 85.98 85.70 -0.28 -0.3% 88.85
High 86.78 86.37 -0.41 -0.5% 90.33
Low 85.33 85.21 -0.12 -0.1% 85.68
Close 85.56 85.79 0.23 0.3% 85.93
Range 1.45 1.16 -0.29 -20.0% 4.65
ATR 1.88 1.82 -0.05 -2.7% 0.00
Volume 211,603 217,859 6,256 3.0% 1,177,388
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 89.27 88.69 86.43
R3 88.11 87.53 86.11
R2 86.95 86.95 86.00
R1 86.37 86.37 85.90 86.66
PP 85.79 85.79 85.79 85.94
S1 85.21 85.21 85.68 85.50
S2 84.63 84.63 85.58
S3 83.47 84.05 85.47
S4 82.31 82.89 85.15
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 101.26 98.25 88.49
R3 96.61 93.60 87.21
R2 91.96 91.96 86.78
R1 88.95 88.95 86.36 88.13
PP 87.31 87.31 87.31 86.91
S1 84.30 84.30 85.50 83.48
S2 82.66 82.66 85.08
S3 78.01 79.65 84.65
S4 73.36 75.00 83.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.05 85.21 3.84 4.5% 1.58 1.8% 15% False True 232,919
10 90.33 85.21 5.12 6.0% 1.68 2.0% 11% False True 234,283
20 90.33 85.10 5.23 6.1% 1.77 2.1% 13% False False 227,971
40 93.98 84.53 9.45 11.0% 1.95 2.3% 13% False False 147,449
60 98.07 84.53 13.54 15.8% 2.08 2.4% 9% False False 108,617
80 101.19 84.53 16.66 19.4% 2.05 2.4% 8% False False 86,705
100 101.19 84.53 16.66 19.4% 2.02 2.3% 8% False False 72,266
120 101.19 79.69 21.50 25.1% 2.05 2.4% 28% False False 62,041
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.30
2.618 89.41
1.618 88.25
1.000 87.53
0.618 87.09
HIGH 86.37
0.618 85.93
0.500 85.79
0.382 85.65
LOW 85.21
0.618 84.49
1.000 84.05
1.618 83.33
2.618 82.17
4.250 80.28
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 85.79 86.07
PP 85.79 85.97
S1 85.79 85.88

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

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