NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 87.21 88.14 0.93 1.1% 87.25
High 88.51 88.72 0.21 0.2% 91.29
Low 86.64 87.78 1.14 1.3% 86.42
Close 88.36 87.95 -0.41 -0.5% 88.36
Range 1.87 0.94 -0.93 -49.7% 4.87
ATR 1.95 1.88 -0.07 -3.7% 0.00
Volume 15,704 12,343 -3,361 -21.4% 98,166
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 90.97 90.40 88.47
R3 90.03 89.46 88.21
R2 89.09 89.09 88.12
R1 88.52 88.52 88.04 88.34
PP 88.15 88.15 88.15 88.06
S1 87.58 87.58 87.86 87.40
S2 87.21 87.21 87.78
S3 86.27 86.64 87.69
S4 85.33 85.70 87.43
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 103.30 100.70 91.04
R3 98.43 95.83 89.70
R2 93.56 93.56 89.25
R1 90.96 90.96 88.81 92.26
PP 88.69 88.69 88.69 89.34
S1 86.09 86.09 87.91 87.39
S2 83.82 83.82 87.47
S3 78.95 81.22 87.02
S4 74.08 76.35 85.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.29 86.42 4.87 5.5% 2.37 2.7% 31% False False 17,834
10 91.29 86.42 4.87 5.5% 1.82 2.1% 31% False False 14,762
20 95.11 86.42 8.69 9.9% 1.80 2.0% 18% False False 11,910
40 98.50 86.42 12.08 13.7% 1.88 2.1% 13% False False 9,565
60 101.50 86.42 15.08 17.1% 1.71 1.9% 10% False False 9,004
80 101.50 86.42 15.08 17.1% 1.56 1.8% 10% False False 7,838
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.24
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 92.72
2.618 91.18
1.618 90.24
1.000 89.66
0.618 89.30
HIGH 88.72
0.618 88.36
0.500 88.25
0.382 88.14
LOW 87.78
0.618 87.20
1.000 86.84
1.618 86.26
2.618 85.32
4.250 83.79
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 88.25 87.86
PP 88.15 87.77
S1 88.05 87.68

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

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