NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 87.34 86.75 -0.59 -0.7% 85.79
High 87.61 87.10 -0.51 -0.6% 90.22
Low 86.40 85.76 -0.64 -0.7% 85.16
Close 86.70 86.48 -0.22 -0.3% 87.16
Range 1.21 1.34 0.13 10.7% 5.06
ATR 2.14 2.08 -0.06 -2.7% 0.00
Volume 54,373 42,992 -11,381 -20.9% 253,449
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 90.47 89.81 87.22
R3 89.13 88.47 86.85
R2 87.79 87.79 86.73
R1 87.13 87.13 86.60 86.79
PP 86.45 86.45 86.45 86.28
S1 85.79 85.79 86.36 85.45
S2 85.11 85.11 86.23
S3 83.77 84.45 86.11
S4 82.43 83.11 85.74
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 102.69 99.99 89.94
R3 97.63 94.93 88.55
R2 92.57 92.57 88.09
R1 89.87 89.87 87.62 91.22
PP 87.51 87.51 87.51 88.19
S1 84.81 84.81 86.70 86.16
S2 82.45 82.45 86.23
S3 77.39 79.75 85.77
S4 72.33 74.69 84.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.81 85.16 4.65 5.4% 2.24 2.6% 28% False False 45,258
10 90.22 85.16 5.06 5.9% 2.16 2.5% 26% False False 45,267
20 94.42 85.16 9.26 10.7% 2.08 2.4% 14% False False 35,081
40 97.23 85.16 12.07 14.0% 2.16 2.5% 11% False False 26,848
60 101.53 85.16 16.37 18.9% 2.05 2.4% 8% False False 22,630
80 101.53 85.16 16.37 18.9% 1.93 2.2% 8% False False 19,029
100 101.53 80.09 21.44 24.8% 1.97 2.3% 30% False False 16,358
120 101.53 80.09 21.44 24.8% 1.90 2.2% 30% False False 14,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.80
2.618 90.61
1.618 89.27
1.000 88.44
0.618 87.93
HIGH 87.10
0.618 86.59
0.500 86.43
0.382 86.27
LOW 85.76
0.618 84.93
1.000 84.42
1.618 83.59
2.618 82.25
4.250 80.07
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 86.46 86.50
PP 86.45 86.49
S1 86.43 86.49

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

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