NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	88.14	87.61	-0.53	-0.6%	87.25
High	88.72	88.44	-0.28	-0.3%	91.29
Low	87.78	87.17	-0.61	-0.7%	86.42
Close	87.95	87.83	-0.12	-0.1%	88.36
Range	0.94	1.27	0.33	35.1%	4.87
ATR	1.88	1.84	-0.04	-2.3%	0.00
Volume	12,343	13,383	1,040	8.4%	98,166

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.62	91.00	88.53
R3	90.35	89.73	88.18
R2	89.08	89.08	88.06
R1	88.46	88.46	87.95	88.77
PP	87.81	87.81	87.81	87.97
S1	87.19	87.19	87.71	87.50
S2	86.54	86.54	87.60
S3	85.27	85.92	87.48
S4	84.00	84.65	87.13

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	90.85	86.42	4.43	5.0%	1.95	2.2%	32%	False	False	17,316
10	91.29	86.42	4.87	5.5%	1.87	2.1%	29%	False	False	15,124
20	95.11	86.42	8.69	9.9%	1.84	2.1%	16%	False	False	12,214
40	97.40	86.42	10.98	12.5%	1.86	2.1%	13%	False	False	9,711
60	101.50	86.42	15.08	17.2%	1.72	2.0%	9%	False	False	9,153
80	101.50	86.42	15.08	17.2%	1.57	1.8%	9%	False	False	7,944

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	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.84
2.618	91.76
1.618	90.49
1.000	89.71
0.618	89.22
HIGH	88.44
0.618	87.95
0.500	87.81
0.382	87.66
LOW	87.17
0.618	86.39
1.000	85.90
1.618	85.12
2.618	83.85
4.250	81.77

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	87.82	87.78
PP	87.81	87.73
S1	87.81	87.68

Download as Excel Spreadsheet

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

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