NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 88.88 89.47 0.59 0.7% 87.86
High 89.61 91.25 1.64 1.8% 89.28
Low 88.73 89.29 0.56 0.6% 87.04
Close 89.43 90.96 1.53 1.7% 88.39
Range 0.88 1.96 1.08 122.7% 2.24
ATR 1.49 1.52 0.03 2.3% 0.00
Volume 19,801 23,008 3,207 16.2% 122,662
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.38 95.63 92.04
R3 94.42 93.67 91.50
R2 92.46 92.46 91.32
R1 91.71 91.71 91.14 92.09
PP 90.50 90.50 90.50 90.69
S1 89.75 89.75 90.78 90.13
S2 88.54 88.54 90.60
S3 86.58 87.79 90.42
S4 84.62 85.83 89.88
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 91.25 87.47 3.78 4.2% 1.13 1.2% 92% True False 31,483
10 91.25 87.04 4.21 4.6% 1.34 1.5% 93% True False 26,183
20 92.05 87.04 5.01 5.5% 1.37 1.5% 78% False False 22,108
40 92.05 86.42 5.63 6.2% 1.59 1.8% 81% False False 18,928
60 95.40 86.42 8.98 9.9% 1.71 1.9% 51% False False 15,095
80 101.50 86.42 15.08 16.6% 1.68 1.9% 30% False False 13,449
100 101.50 86.42 15.08 16.6% 1.59 1.7% 30% False False 11,795
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 0.30
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 99.58
2.618 96.38
1.618 94.42
1.000 93.21
0.618 92.46
HIGH 91.25
0.618 90.50
0.500 90.27
0.382 90.04
LOW 89.29
0.618 88.08
1.000 87.33
1.618 86.12
2.618 84.16
4.250 80.96
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 90.73 90.54
PP 90.50 90.12
S1 90.27 89.70

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

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