NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 86.45 87.24 0.79 0.9% 85.79
High 87.65 87.83 0.18 0.2% 90.22
Low 85.99 85.70 -0.29 -0.3% 85.16
Close 87.31 86.44 -0.87 -1.0% 87.16
Range 1.66 2.13 0.47 28.3% 5.06
ATR 2.05 2.06 0.01 0.3% 0.00
Volume 67,765 66,622 -1,143 -1.7% 253,449
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.05 91.87 87.61
R3 90.92 89.74 87.03
R2 88.79 88.79 86.83
R1 87.61 87.61 86.64 87.14
PP 86.66 86.66 86.66 86.42
S1 85.48 85.48 86.24 85.01
S2 84.53 84.53 86.05
S3 82.40 83.35 85.85
S4 80.27 81.22 85.27
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 87.83 85.21 2.62 3.0% 1.78 2.1% 47% True False 54,713
10 90.22 85.16 5.06 5.9% 2.26 2.6% 25% False False 53,113
20 94.42 85.16 9.26 10.7% 2.12 2.5% 14% False False 40,313
40 94.87 85.16 9.71 11.2% 2.08 2.4% 13% False False 29,537
60 101.53 85.16 16.37 18.9% 2.07 2.4% 8% False False 24,558
80 101.53 85.16 16.37 18.9% 1.94 2.2% 8% False False 20,543
100 101.53 80.09 21.44 24.8% 1.99 2.3% 30% False False 17,623
120 101.53 80.09 21.44 24.8% 1.92 2.2% 30% False False 15,475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.88
2.618 93.41
1.618 91.28
1.000 89.96
0.618 89.15
HIGH 87.83
0.618 87.02
0.500 86.77
0.382 86.51
LOW 85.70
0.618 84.38
1.000 83.57
1.618 82.25
2.618 80.12
4.250 76.65
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 86.77 86.77
PP 86.66 86.66
S1 86.55 86.55

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

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