NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 15-Nov-2012

Day Change Summary
	Previous	Current
	14-Nov-2012	15-Nov-2012	Change	Change %	Previous Week
Open	87.57	88.50	0.93	1.1%	87.25
High	88.86	88.99	0.13	0.1%	91.29
Low	87.20	86.86	-0.34	-0.4%	86.42
Close	88.47	87.60	-0.87	-1.0%	88.36
Range	1.66	2.13	0.47	28.3%	4.87
ATR	1.83	1.85	0.02	1.2%	0.00
Volume	31,531	21,564	-9,967	-31.6%	98,166

Daily Pivots for day following 15-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.21	93.03	88.77
R3	92.08	90.90	88.19
R2	89.95	89.95	87.99
R1	88.77	88.77	87.80	88.30
PP	87.82	87.82	87.82	87.58
S1	86.64	86.64	87.40	86.17
S2	85.69	85.69	87.21
S3	83.56	84.51	87.01
S4	81.43	82.38	86.43

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	88.99	86.64	2.35	2.7%	1.57	1.8%	41%	True	False	18,905
10	91.29	86.42	4.87	5.6%	2.02	2.3%	24%	False	False	18,709
20	95.11	86.42	8.69	9.9%	1.90	2.2%	14%	False	False	13,940
40	95.40	86.42	8.98	10.3%	1.79	2.0%	13%	False	False	10,710
60	101.50	86.42	15.08	17.2%	1.76	2.0%	8%	False	False	9,883
80	101.50	86.42	15.08	17.2%	1.59	1.8%	8%	False	False	8,530

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	98.04
2.618	94.57
1.618	92.44
1.000	91.12
0.618	90.31
HIGH	88.99
0.618	88.18
0.500	87.93
0.382	87.67
LOW	86.86
0.618	85.54
1.000	84.73
1.618	83.41
2.618	81.28
4.250	77.81

Fisher Pivots for day following 15-Nov-2012
Pivot	1 day	3 day
R1	87.93	87.93
PP	87.82	87.82
S1	87.71	87.71

Download as Excel Spreadsheet

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

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