NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 90.04 90.21 0.17 0.2% 89.54
High 91.53 90.40 -1.13 -1.2% 90.24
Low 89.90 88.85 -1.05 -1.2% 86.70
Close 90.34 89.72 -0.62 -0.7% 90.13
Range 1.63 1.55 -0.08 -4.9% 3.54
ATR 1.87 1.85 -0.02 -1.2% 0.00
Volume 38,627 38,232 -395 -1.0% 153,668
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.31 93.56 90.57
R3 92.76 92.01 90.15
R2 91.21 91.21 90.00
R1 90.46 90.46 89.86 90.06
PP 89.66 89.66 89.66 89.46
S1 88.91 88.91 89.58 88.51
S2 88.11 88.11 89.44
S3 86.56 87.36 89.29
S4 85.01 85.81 88.87
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.64 98.43 92.08
R3 96.10 94.89 91.10
R2 92.56 92.56 90.78
R1 91.35 91.35 90.45 91.96
PP 89.02 89.02 89.02 89.33
S1 87.81 87.81 89.81 88.42
S2 85.48 85.48 89.48
S3 81.94 84.27 89.16
S4 78.40 80.73 88.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.53 86.70 4.83 5.4% 1.72 1.9% 63% False False 39,588
10 91.53 86.70 4.83 5.4% 1.70 1.9% 63% False False 34,703
20 91.53 85.80 5.73 6.4% 1.96 2.2% 68% False False 36,205
40 95.21 85.80 9.41 10.5% 1.90 2.1% 42% False False 29,444
60 101.78 85.80 15.98 17.8% 1.99 2.2% 25% False False 25,678
80 101.78 85.80 15.98 17.8% 1.88 2.1% 25% False False 22,621
100 101.78 85.80 15.98 17.8% 1.82 2.0% 25% False False 19,780
120 101.78 80.62 21.16 23.6% 1.85 2.1% 43% False False 17,506
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.99
2.618 94.46
1.618 92.91
1.000 91.95
0.618 91.36
HIGH 90.40
0.618 89.81
0.500 89.63
0.382 89.44
LOW 88.85
0.618 87.89
1.000 87.30
1.618 86.34
2.618 84.79
4.250 82.26
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 89.69 90.12
PP 89.66 89.98
S1 89.63 89.85

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

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