NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 91.90 92.25 0.35 0.4% 89.90
High 92.42 92.46 0.04 0.0% 92.46
Low 91.08 91.39 0.31 0.3% 89.37
Close 91.91 91.81 -0.10 -0.1% 91.81
Range 1.34 1.07 -0.27 -20.1% 3.09
ATR 1.53 1.50 -0.03 -2.2% 0.00
Volume 22,308 19,405 -2,903 -13.0% 68,992
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.10 94.52 92.40
R3 94.03 93.45 92.10
R2 92.96 92.96 92.01
R1 92.38 92.38 91.91 92.14
PP 91.89 91.89 91.89 91.76
S1 91.31 91.31 91.71 91.07
S2 90.82 90.82 91.61
S3 89.75 90.24 91.52
S4 88.68 89.17 91.22
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.48 99.24 93.51
R3 97.39 96.15 92.66
R2 94.30 94.30 92.38
R1 93.06 93.06 92.09 93.68
PP 91.21 91.21 91.21 91.53
S1 89.97 89.97 91.53 90.59
S2 88.12 88.12 91.24
S3 85.03 86.88 90.96
S4 81.94 83.79 90.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.46 89.12 3.34 3.6% 1.39 1.5% 81% True False 19,258
10 92.46 87.79 4.67 5.1% 1.28 1.4% 86% True False 24,450
20 92.46 87.04 5.42 5.9% 1.38 1.5% 88% True False 23,559
40 92.46 86.42 6.04 6.6% 1.60 1.7% 89% True False 20,749
60 95.40 86.42 8.98 9.8% 1.67 1.8% 60% False False 16,741
80 101.50 86.42 15.08 16.4% 1.70 1.8% 36% False False 14,612
100 101.50 86.42 15.08 16.4% 1.57 1.7% 36% False False 12,770
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.01
2.618 95.26
1.618 94.19
1.000 93.53
0.618 93.12
HIGH 92.46
0.618 92.05
0.500 91.93
0.382 91.80
LOW 91.39
0.618 90.73
1.000 90.32
1.618 89.66
2.618 88.59
4.250 86.84
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 91.93 91.65
PP 91.89 91.50
S1 91.85 91.34

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

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