NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 90.00 89.78 -0.22 -0.2% 89.01
High 90.14 90.00 -0.14 -0.2% 91.28
Low 89.19 88.74 -0.45 -0.5% 87.88
Close 89.59 89.05 -0.54 -0.6% 90.16
Range 0.95 1.26 0.31 32.6% 3.40
ATR 1.82 1.78 -0.04 -2.2% 0.00
Volume 5,707 13,454 7,747 135.7% 83,501
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.04 92.31 89.74
R3 91.78 91.05 89.40
R2 90.52 90.52 89.28
R1 89.79 89.79 89.17 89.53
PP 89.26 89.26 89.26 89.13
S1 88.53 88.53 88.93 88.27
S2 88.00 88.00 88.82
S3 86.74 87.27 88.70
S4 85.48 86.01 88.36
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.97 98.47 92.03
R3 96.57 95.07 91.10
R2 93.17 93.17 90.78
R1 91.67 91.67 90.47 92.42
PP 89.77 89.77 89.77 90.15
S1 88.27 88.27 89.85 89.02
S2 86.37 86.37 89.54
S3 82.97 84.87 89.23
S4 79.57 81.47 88.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.76 87.88 2.88 3.2% 1.54 1.7% 41% False False 15,542
10 91.28 86.86 4.42 5.0% 1.68 1.9% 50% False False 18,559
20 91.29 86.42 4.87 5.5% 1.75 2.0% 54% False False 16,661
40 95.40 86.42 8.98 10.1% 1.85 2.1% 29% False False 12,474
60 101.50 86.42 15.08 16.9% 1.80 2.0% 17% False False 11,170
80 101.50 86.42 15.08 16.9% 1.61 1.8% 17% False False 9,720
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.36
2.618 93.30
1.618 92.04
1.000 91.26
0.618 90.78
HIGH 90.00
0.618 89.52
0.500 89.37
0.382 89.22
LOW 88.74
0.618 87.96
1.000 87.48
1.618 86.70
2.618 85.44
4.250 83.39
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 89.37 89.52
PP 89.26 89.36
S1 89.16 89.21

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

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