NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	21-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	88.55	88.95	0.40	0.5%	88.50
High	89.15	89.73	0.58	0.7%	90.82
Low	87.67	88.00	0.33	0.4%	87.33
Close	88.61	89.56	0.95	1.1%	89.56
Range	1.48	1.73	0.25	16.9%	3.49
ATR	2.05	2.03	-0.02	-1.1%	0.00
Volume	49,975	31,352	-18,623	-37.3%	156,880

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.29	93.65	90.51
R3	92.56	91.92	90.04
R2	90.83	90.83	89.88
R1	90.19	90.19	89.72	90.51
PP	89.10	89.10	89.10	89.26
S1	88.46	88.46	89.40	88.78
S2	87.37	87.37	89.24
S3	85.64	86.73	89.08
S4	83.91	85.00	88.61

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.71	98.12	91.48
R3	96.22	94.63	90.52
R2	92.73	92.73	90.20
R1	91.14	91.14	89.88	91.94
PP	89.24	89.24	89.24	89.63
S1	87.65	87.65	89.24	88.45
S2	85.75	85.75	88.92
S3	82.26	84.16	88.60
S4	78.77	80.67	87.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.82	86.59	4.23	4.7%	2.05	2.3%	70%	False	False	37,595
10	90.82	85.90	4.92	5.5%	1.88	2.1%	74%	False	False	38,442
20	90.82	85.80	5.02	5.6%	1.91	2.1%	75%	False	False	33,722
40	95.21	85.80	9.41	10.5%	2.01	2.2%	40%	False	False	26,841
60	101.78	85.80	15.98	17.8%	2.02	2.3%	24%	False	False	23,544
80	101.78	85.80	15.98	17.8%	1.90	2.1%	24%	False	False	20,759
100	101.78	85.80	15.98	17.8%	1.83	2.0%	24%	False	False	17,898

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	0.41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.08
2.618	94.26
1.618	92.53
1.000	91.46
0.618	90.80
HIGH	89.73
0.618	89.07
0.500	88.87
0.382	88.66
LOW	88.00
0.618	86.93
1.000	86.27
1.618	85.20
2.618	83.47
4.250	80.65

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	89.33	89.30
PP	89.10	89.04
S1	88.87	88.79

Download as Excel Spreadsheet

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

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