NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 86.24 87.35 1.11 1.3% 89.45
High 88.20 87.48 -0.72 -0.8% 90.90
Low 86.21 86.36 0.15 0.2% 86.28
Close 87.31 86.44 -0.87 -1.0% 86.50
Range 1.99 1.12 -0.87 -43.7% 4.62
ATR 1.80 1.76 -0.05 -2.7% 0.00
Volume 140,657 117,290 -23,367 -16.6% 287,796
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 90.12 89.40 87.06
R3 89.00 88.28 86.75
R2 87.88 87.88 86.65
R1 87.16 87.16 86.54 86.96
PP 86.76 86.76 86.76 86.66
S1 86.04 86.04 86.34 85.84
S2 85.64 85.64 86.23
S3 84.52 84.92 86.13
S4 83.40 83.80 85.82
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 88.20 85.76 2.44 2.8% 1.36 1.6% 28% False False 101,705
10 90.90 85.76 5.14 5.9% 1.57 1.8% 13% False False 79,193
20 90.90 85.70 5.20 6.0% 1.75 2.0% 14% False False 64,342
40 94.42 85.16 9.26 10.7% 1.93 2.2% 14% False False 50,968
60 94.87 85.16 9.71 11.2% 1.97 2.3% 13% False False 40,312
80 101.53 85.16 16.37 18.9% 1.98 2.3% 8% False False 33,819
100 101.53 85.16 16.37 18.9% 1.90 2.2% 8% False False 28,723
120 101.53 80.09 21.44 24.8% 1.94 2.2% 30% False False 24,875
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.24
2.618 90.41
1.618 89.29
1.000 88.60
0.618 88.17
HIGH 87.48
0.618 87.05
0.500 86.92
0.382 86.79
LOW 86.36
0.618 85.67
1.000 85.24
1.618 84.55
2.618 83.43
4.250 81.60
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 86.92 86.98
PP 86.76 86.80
S1 86.60 86.62

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

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