NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 87.54 89.01 1.47 1.7% 88.14
High 88.90 91.28 2.38 2.7% 88.99
Low 87.17 89.00 1.83 2.1% 86.86
Close 88.57 90.81 2.24 2.5% 88.57
Range 1.73 2.28 0.55 31.8% 2.13
ATR 1.84 1.90 0.06 3.4% 0.00
Volume 16,459 24,952 8,493 51.6% 95,280
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 97.20 96.29 92.06
R3 94.92 94.01 91.44
R2 92.64 92.64 91.23
R1 91.73 91.73 91.02 92.19
PP 90.36 90.36 90.36 90.59
S1 89.45 89.45 90.60 89.91
S2 88.08 88.08 90.39
S3 85.80 87.17 90.18
S4 83.52 84.89 89.56
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.53 93.68 89.74
R3 92.40 91.55 89.16
R2 90.27 90.27 88.96
R1 89.42 89.42 88.77 89.85
PP 88.14 88.14 88.14 88.35
S1 87.29 87.29 88.37 87.72
S2 86.01 86.01 88.18
S3 83.88 85.16 87.98
S4 81.75 83.03 87.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.28 86.86 4.42 4.9% 1.81 2.0% 89% True False 21,577
10 91.29 86.42 4.87 5.4% 2.09 2.3% 90% False False 19,706
20 91.29 86.42 4.87 5.4% 1.84 2.0% 90% False False 15,086
40 95.40 86.42 8.98 9.9% 1.85 2.0% 49% False False 11,202
60 101.50 86.42 15.08 16.6% 1.78 2.0% 29% False False 10,312
80 101.50 86.42 15.08 16.6% 1.61 1.8% 29% False False 8,999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 100.97
2.618 97.25
1.618 94.97
1.000 93.56
0.618 92.69
HIGH 91.28
0.618 90.41
0.500 90.14
0.382 89.87
LOW 89.00
0.618 87.59
1.000 86.72
1.618 85.31
2.618 83.03
4.250 79.31
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 90.59 90.23
PP 90.36 89.65
S1 90.14 89.07

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

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