NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 88.17 88.00 -0.17 -0.2% 87.86
High 88.57 88.52 -0.05 -0.1% 89.28
Low 87.47 87.79 0.32 0.4% 87.04
Close 87.55 88.39 0.84 1.0% 88.39
Range 1.10 0.73 -0.37 -33.6% 2.24
ATR 1.62 1.57 -0.05 -2.9% 0.00
Volume 40,214 17,985 -22,229 -55.3% 122,662
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 90.42 90.14 88.79
R3 89.69 89.41 88.59
R2 88.96 88.96 88.52
R1 88.68 88.68 88.46 88.82
PP 88.23 88.23 88.23 88.31
S1 87.95 87.95 88.32 88.09
S2 87.50 87.50 88.26
S3 86.77 87.22 88.19
S4 86.04 86.49 87.99
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.96 93.91 89.62
R3 92.72 91.67 89.01
R2 90.48 90.48 88.80
R1 89.43 89.43 88.60 89.96
PP 88.24 88.24 88.24 88.50
S1 87.19 87.19 88.18 87.72
S2 86.00 86.00 87.98
S3 83.76 84.95 87.77
S4 81.52 82.71 87.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.28 87.04 2.24 2.5% 1.21 1.4% 60% False False 24,532
10 92.05 87.04 5.01 5.7% 1.41 1.6% 27% False False 22,084
20 92.05 87.04 5.01 5.7% 1.53 1.7% 27% False False 20,252
40 95.11 86.42 8.69 9.8% 1.71 1.9% 23% False False 17,096
60 95.40 86.42 8.98 10.2% 1.71 1.9% 22% False False 13,891
80 101.50 86.42 15.08 17.1% 1.70 1.9% 13% False False 12,475
100 101.50 86.42 15.08 17.1% 1.58 1.8% 13% False False 10,875
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 91.62
2.618 90.43
1.618 89.70
1.000 89.25
0.618 88.97
HIGH 88.52
0.618 88.24
0.500 88.16
0.382 88.07
LOW 87.79
0.618 87.34
1.000 87.06
1.618 86.61
2.618 85.88
4.250 84.69
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 88.31 88.39
PP 88.23 88.38
S1 88.16 88.38

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

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