NYMEX Light Sweet Crude Oil Future February 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 86.67 86.27 -0.40 -0.5% 89.45
High 87.32 86.88 -0.44 -0.5% 90.90
Low 85.88 85.76 -0.12 -0.1% 86.28
Close 86.10 86.32 0.22 0.3% 86.50
Range 1.44 1.12 -0.32 -22.2% 4.62
ATR 1.84 1.79 -0.05 -2.8% 0.00
Volume 89,947 90,078 131 0.1% 287,796
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 89.68 89.12 86.94
R3 88.56 88.00 86.63
R2 87.44 87.44 86.53
R1 86.88 86.88 86.42 87.16
PP 86.32 86.32 86.32 86.46
S1 85.76 85.76 86.22 86.04
S2 85.20 85.20 86.11
S3 84.08 84.64 86.01
S4 82.96 83.52 85.70
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 89.63 85.76 3.87 4.5% 1.56 1.8% 14% False True 69,220
10 90.90 85.76 5.14 6.0% 1.66 1.9% 11% False True 62,678
20 90.90 85.70 5.20 6.0% 1.74 2.0% 12% False False 56,982
40 94.42 85.16 9.26 10.7% 1.90 2.2% 13% False False 45,508
60 98.00 85.16 12.84 14.9% 2.02 2.3% 9% False False 36,424
80 101.53 85.16 16.37 19.0% 1.97 2.3% 7% False False 30,776
100 101.53 85.16 16.37 19.0% 1.91 2.2% 7% False False 26,246
120 101.53 80.09 21.44 24.8% 1.93 2.2% 29% False False 22,851
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.34
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 91.64
2.618 89.81
1.618 88.69
1.000 88.00
0.618 87.57
HIGH 86.88
0.618 86.45
0.500 86.32
0.382 86.19
LOW 85.76
0.618 85.07
1.000 84.64
1.618 83.95
2.618 82.83
4.250 81.00
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 86.32 86.62
PP 86.32 86.52
S1 86.32 86.42

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

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