NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 89.01 90.66 1.65 1.9% 88.14
High 91.28 90.76 -0.52 -0.6% 88.99
Low 89.00 87.88 -1.12 -1.3% 86.86
Close 90.81 88.55 -2.26 -2.5% 88.57
Range 2.28 2.88 0.60 26.3% 2.13
ATR 1.90 1.97 0.07 3.9% 0.00
Volume 24,952 20,695 -4,257 -17.1% 95,280
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 97.70 96.01 90.13
R3 94.82 93.13 89.34
R2 91.94 91.94 89.08
R1 90.25 90.25 88.81 89.66
PP 89.06 89.06 89.06 88.77
S1 87.37 87.37 88.29 86.78
S2 86.18 86.18 88.02
S3 83.30 84.49 87.76
S4 80.42 81.61 86.97
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 5.0% 2.14 2.4% 38% False False 23,040
10 91.28 86.42 4.86 5.5% 2.04 2.3% 44% False False 20,178
20 91.29 86.42 4.87 5.5% 1.82 2.1% 44% False False 15,748
40 95.40 86.42 8.98 10.1% 1.88 2.1% 24% False False 11,589
60 101.50 86.42 15.08 17.0% 1.79 2.0% 14% False False 10,562
80 101.50 86.42 15.08 17.0% 1.64 1.9% 14% False False 9,216
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 0.37
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 103.00
2.618 98.30
1.618 95.42
1.000 93.64
0.618 92.54
HIGH 90.76
0.618 89.66
0.500 89.32
0.382 88.98
LOW 87.88
0.618 86.10
1.000 85.00
1.618 83.22
2.618 80.34
4.250 75.64
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 89.32 89.23
PP 89.06 89.00
S1 88.81 88.78

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

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