NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 87.40 86.90 -0.50 -0.6% 86.40
High 87.61 88.21 0.60 0.7% 90.74
Low 86.47 86.61 0.14 0.2% 85.80
Close 87.17 87.90 0.73 0.8% 87.76
Range 1.14 1.60 0.46 40.4% 4.94
ATR 1.99 1.97 -0.03 -1.4% 0.00
Volume 28,614 57,737 29,123 101.8% 190,876
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.37 91.74 88.78
R3 90.77 90.14 88.34
R2 89.17 89.17 88.19
R1 88.54 88.54 88.05 88.86
PP 87.57 87.57 87.57 87.73
S1 86.94 86.94 87.75 87.26
S2 85.97 85.97 87.61
S3 84.37 85.34 87.46
S4 82.77 83.74 87.02
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 102.92 100.28 90.48
R3 97.98 95.34 89.12
R2 93.04 93.04 88.67
R1 90.40 90.40 88.21 91.72
PP 88.10 88.10 88.10 88.76
S1 85.46 85.46 87.31 86.78
S2 83.16 83.16 86.85
S3 78.22 80.52 86.40
S4 73.28 75.58 85.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.42 85.90 2.52 2.9% 1.55 1.8% 79% False False 38,182
10 90.74 85.80 4.94 5.6% 2.06 2.3% 43% False False 36,289
20 94.85 85.80 9.05 10.3% 2.00 2.3% 23% False False 28,732
40 95.21 85.80 9.41 10.7% 1.98 2.2% 22% False False 23,668
60 101.78 85.80 15.98 18.2% 1.97 2.2% 13% False False 21,096
80 101.78 85.80 15.98 18.2% 1.86 2.1% 13% False False 18,432
100 101.78 80.62 21.16 24.1% 1.88 2.1% 34% False False 16,016
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.01
2.618 92.40
1.618 90.80
1.000 89.81
0.618 89.20
HIGH 88.21
0.618 87.60
0.500 87.41
0.382 87.22
LOW 86.61
0.618 85.62
1.000 85.01
1.618 84.02
2.618 82.42
4.250 79.81
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 87.74 87.72
PP 87.57 87.54
S1 87.41 87.36

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

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