NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 87.35 86.65 -0.70 -0.8% 86.67
High 87.48 87.48 0.00 0.0% 88.20
Low 86.36 86.61 0.25 0.3% 85.76
Close 86.44 87.25 0.81 0.9% 87.25
Range 1.12 0.87 -0.25 -22.3% 2.44
ATR 1.76 1.70 -0.05 -2.9% 0.00
Volume 117,290 147,776 30,486 26.0% 585,748
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 89.72 89.36 87.73
R3 88.85 88.49 87.49
R2 87.98 87.98 87.41
R1 87.62 87.62 87.33 87.80
PP 87.11 87.11 87.11 87.21
S1 86.75 86.75 87.17 86.93
S2 86.24 86.24 87.09
S3 85.37 85.88 87.01
S4 84.50 85.01 86.77
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.39 93.26 88.59
R3 91.95 90.82 87.92
R2 89.51 89.51 87.70
R1 88.38 88.38 87.47 88.95
PP 87.07 87.07 87.07 87.35
S1 85.94 85.94 87.03 86.51
S2 84.63 84.63 86.80
S3 82.19 83.50 86.58
S4 79.75 81.06 85.91
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% 1.31 1.5% 61% False False 117,149
10 90.90 85.76 5.14 5.9% 1.50 1.7% 29% False False 87,354
20 90.90 85.76 5.14 5.9% 1.68 1.9% 29% False False 68,400
40 94.42 85.16 9.26 10.6% 1.90 2.2% 23% False False 54,356
60 94.87 85.16 9.71 11.1% 1.95 2.2% 22% False False 42,491
80 101.53 85.16 16.37 18.8% 1.98 2.3% 13% False False 35,518
100 101.53 85.16 16.37 18.8% 1.89 2.2% 13% False False 30,114
120 101.53 80.09 21.44 24.6% 1.94 2.2% 33% False False 26,086
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 91.18
2.618 89.76
1.618 88.89
1.000 88.35
0.618 88.02
HIGH 87.48
0.618 87.15
0.500 87.05
0.382 86.94
LOW 86.61
0.618 86.07
1.000 85.74
1.618 85.20
2.618 84.33
4.250 82.91
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 87.18 87.24
PP 87.11 87.22
S1 87.05 87.21

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

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