NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 87.93 89.60 1.67 1.9% 87.34
High 90.31 89.70 -0.61 -0.7% 87.91
Low 87.71 86.73 -0.98 -1.1% 85.70
Close 89.80 87.35 -2.45 -2.7% 87.47
Range 2.60 2.97 0.37 14.2% 2.21
ATR 2.10 2.17 0.07 3.3% 0.00
Volume 63,058 51,249 -11,809 -18.7% 275,379
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 96.84 95.06 88.98
R3 93.87 92.09 88.17
R2 90.90 90.90 87.89
R1 89.12 89.12 87.62 88.53
PP 87.93 87.93 87.93 87.63
S1 86.15 86.15 87.08 85.56
S2 84.96 84.96 86.81
S3 81.99 83.18 86.53
S4 79.02 80.21 85.72
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.66 92.77 88.69
R3 91.45 90.56 88.08
R2 89.24 89.24 87.88
R1 88.35 88.35 87.67 88.80
PP 87.03 87.03 87.03 87.25
S1 86.14 86.14 87.27 86.59
S2 84.82 84.82 87.06
S3 82.61 83.93 86.86
S4 80.40 81.72 86.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.31 85.70 4.61 5.3% 2.25 2.6% 36% False False 58,464
10 90.31 85.16 5.15 5.9% 2.25 2.6% 43% False False 51,861
20 90.31 85.16 5.15 5.9% 2.03 2.3% 43% False False 45,026
40 94.87 85.16 9.71 11.1% 2.13 2.4% 23% False False 32,237
60 101.53 85.16 16.37 18.7% 2.09 2.4% 13% False False 26,559
80 101.53 85.16 16.37 18.7% 1.98 2.3% 13% False False 22,284
100 101.53 84.64 16.89 19.3% 1.96 2.2% 16% False False 19,036
120 101.53 80.09 21.44 24.5% 1.96 2.2% 34% False False 16,705
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 0.39
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.32
2.618 97.48
1.618 94.51
1.000 92.67
0.618 91.54
HIGH 89.70
0.618 88.57
0.500 88.22
0.382 87.86
LOW 86.73
0.618 84.89
1.000 83.76
1.618 81.92
2.618 78.95
4.250 74.11
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 88.22 88.16
PP 87.93 87.89
S1 87.64 87.62

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

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