NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 86.95 86.67 -0.28 -0.3% 89.45
High 87.48 87.32 -0.16 -0.2% 90.90
Low 86.35 85.88 -0.47 -0.5% 86.28
Close 86.50 86.10 -0.40 -0.5% 86.50
Range 1.13 1.44 0.31 27.4% 4.62
ATR 1.87 1.84 -0.03 -1.6% 0.00
Volume 70,553 89,947 19,394 27.5% 287,796
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 90.75 89.87 86.89
R3 89.31 88.43 86.50
R2 87.87 87.87 86.36
R1 86.99 86.99 86.23 86.71
PP 86.43 86.43 86.43 86.30
S1 85.55 85.55 85.97 85.27
S2 84.99 84.99 85.84
S3 83.55 84.11 85.70
S4 82.11 82.67 85.31
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 101.75 98.75 89.04
R3 97.13 94.13 87.77
R2 92.51 92.51 87.35
R1 89.51 89.51 86.92 88.70
PP 87.89 87.89 87.89 87.49
S1 84.89 84.89 86.08 84.08
S2 83.27 83.27 85.65
S3 78.65 80.27 85.23
S4 74.03 75.65 83.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.76 85.88 3.88 4.5% 1.65 1.9% 6% False True 62,896
10 90.90 85.88 5.02 5.8% 1.69 2.0% 4% False True 56,637
20 90.90 85.70 5.20 6.0% 1.75 2.0% 8% False False 55,197
40 94.42 85.16 9.26 10.8% 1.93 2.2% 10% False False 43,663
60 100.63 85.16 15.47 18.0% 2.08 2.4% 6% False False 35,547
80 101.53 85.16 16.37 19.0% 1.97 2.3% 6% False False 29,794
100 101.53 85.16 16.37 19.0% 1.91 2.2% 6% False False 25,452
120 101.53 80.09 21.44 24.9% 1.95 2.3% 28% False False 22,174
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.44
2.618 91.09
1.618 89.65
1.000 88.76
0.618 88.21
HIGH 87.32
0.618 86.77
0.500 86.60
0.382 86.43
LOW 85.88
0.618 84.99
1.000 84.44
1.618 83.55
2.618 82.11
4.250 79.76
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 86.60 87.34
PP 86.43 86.93
S1 86.27 86.51

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

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