NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 89.88 86.40 -3.48 -3.9% 87.90
High 90.31 87.36 -2.95 -3.3% 88.82
Low 85.80 86.04 0.24 0.3% 86.37
Close 86.13 86.75 0.62 0.7% 86.61
Range 4.51 1.32 -3.19 -70.7% 2.45
ATR 2.16 2.10 -0.06 -2.8% 0.00
Volume 39,251 36,993 -2,258 -5.8% 111,860
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 90.68 90.03 87.48
R3 89.36 88.71 87.11
R2 88.04 88.04 86.99
R1 87.39 87.39 86.87 87.72
PP 86.72 86.72 86.72 86.88
S1 86.07 86.07 86.63 86.40
S2 85.40 85.40 86.51
S3 84.08 84.75 86.39
S4 82.76 83.43 86.02
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.62 93.06 87.96
R3 92.17 90.61 87.28
R2 89.72 89.72 87.06
R1 88.16 88.16 86.83 87.72
PP 87.27 87.27 87.27 87.04
S1 85.71 85.71 86.39 85.27
S2 84.82 84.82 86.16
S3 82.37 83.26 85.94
S4 79.92 80.81 85.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.74 85.80 4.94 5.7% 2.59 3.0% 19% False False 36,975
10 90.74 85.80 4.94 5.7% 1.93 2.2% 19% False False 29,002
20 94.85 85.80 9.05 10.4% 1.95 2.2% 10% False False 24,672
40 101.78 85.80 15.98 18.4% 2.14 2.5% 6% False False 21,834
60 101.78 85.80 15.98 18.4% 1.94 2.2% 6% False False 19,342
80 101.78 85.80 15.98 18.4% 1.85 2.1% 6% False False 16,895
100 101.78 80.62 21.16 24.4% 1.89 2.2% 29% False False 14,745
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.97
2.618 90.82
1.618 89.50
1.000 88.68
0.618 88.18
HIGH 87.36
0.618 86.86
0.500 86.70
0.382 86.54
LOW 86.04
0.618 85.22
1.000 84.72
1.618 83.90
2.618 82.58
4.250 80.43
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 86.73 88.27
PP 86.72 87.76
S1 86.70 87.26

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

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