NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 87.26 87.94 0.68 0.8% 86.67
High 88.19 88.63 0.44 0.5% 88.20
Low 87.00 87.68 0.68 0.8% 85.76
Close 87.67 88.40 0.73 0.8% 87.25
Range 1.19 0.95 -0.24 -20.2% 2.44
ATR 1.67 1.62 -0.05 -3.0% 0.00
Volume 149,480 193,195 43,715 29.2% 585,748
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.09 90.69 88.92
R3 90.14 89.74 88.66
R2 89.19 89.19 88.57
R1 88.79 88.79 88.49 88.99
PP 88.24 88.24 88.24 88.34
S1 87.84 87.84 88.31 88.04
S2 87.29 87.29 88.23
S3 86.34 86.89 88.14
S4 85.39 85.94 87.88
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 88.63 86.21 2.42 2.7% 1.22 1.4% 90% True False 149,679
10 89.63 85.76 3.87 4.4% 1.39 1.6% 68% False False 109,449
20 90.90 85.76 5.14 5.8% 1.57 1.8% 51% False False 80,199
40 90.90 85.16 5.74 6.5% 1.81 2.0% 56% False False 62,109
60 94.87 85.16 9.71 11.0% 1.93 2.2% 33% False False 47,616
80 101.53 85.16 16.37 18.5% 1.96 2.2% 20% False False 39,448
100 101.53 85.16 16.37 18.5% 1.88 2.1% 20% False False 33,435
120 101.53 81.97 19.56 22.1% 1.92 2.2% 33% False False 28,848
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.67
2.618 91.12
1.618 90.17
1.000 89.58
0.618 89.22
HIGH 88.63
0.618 88.27
0.500 88.16
0.382 88.04
LOW 87.68
0.618 87.09
1.000 86.73
1.618 86.14
2.618 85.19
4.250 83.64
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 88.32 88.14
PP 88.24 87.88
S1 88.16 87.62

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

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