NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 88.37 88.88 0.51 0.6% 87.86
High 89.15 89.61 0.46 0.5% 89.28
Low 88.15 88.73 0.58 0.7% 87.04
Close 88.65 89.43 0.78 0.9% 88.39
Range 1.00 0.88 -0.12 -12.0% 2.24
ATR 1.53 1.49 -0.04 -2.7% 0.00
Volume 56,411 19,801 -36,610 -64.9% 122,662
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.90 91.54 89.91
R3 91.02 90.66 89.67
R2 90.14 90.14 89.59
R1 89.78 89.78 89.51 89.96
PP 89.26 89.26 89.26 89.35
S1 88.90 88.90 89.35 89.08
S2 88.38 88.38 89.27
S3 87.50 88.02 89.19
S4 86.62 87.14 88.95
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 89.61 87.47 2.14 2.4% 1.10 1.2% 92% True False 31,793
10 90.80 87.04 3.76 4.2% 1.29 1.4% 64% False False 25,899
20 92.05 87.04 5.01 5.6% 1.42 1.6% 48% False False 21,992
40 92.05 86.42 5.63 6.3% 1.63 1.8% 53% False False 18,539
60 95.40 86.42 8.98 10.0% 1.71 1.9% 34% False False 14,799
80 101.50 86.42 15.08 16.9% 1.69 1.9% 20% False False 13,232
100 101.50 86.42 15.08 16.9% 1.58 1.8% 20% False False 11,597
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.35
2.618 91.91
1.618 91.03
1.000 90.49
0.618 90.15
HIGH 89.61
0.618 89.27
0.500 89.17
0.382 89.07
LOW 88.73
0.618 88.19
1.000 87.85
1.618 87.31
2.618 86.43
4.250 84.99
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 89.34 89.19
PP 89.26 88.94
S1 89.17 88.70

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

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