NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 87.69 87.72 0.03 0.0% 87.83
High 88.25 89.39 1.14 1.3% 91.47
Low 87.12 86.99 -0.13 -0.1% 86.95
Close 87.85 88.88 1.03 1.2% 88.88
Range 1.13 2.40 1.27 112.4% 4.52
ATR 1.89 1.92 0.04 1.9% 0.00
Volume 16,395 10,070 -6,325 -38.6% 69,295
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 95.62 94.65 90.20
R3 93.22 92.25 89.54
R2 90.82 90.82 89.32
R1 89.85 89.85 89.10 90.34
PP 88.42 88.42 88.42 88.66
S1 87.45 87.45 88.66 87.94
S2 86.02 86.02 88.44
S3 83.62 85.05 88.22
S4 81.22 82.65 87.56
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 102.66 100.29 91.37
R3 98.14 95.77 90.12
R2 93.62 93.62 89.71
R1 91.25 91.25 89.29 92.44
PP 89.10 89.10 89.10 89.69
S1 86.73 86.73 88.47 87.92
S2 84.58 84.58 88.05
S3 80.06 82.21 87.64
S4 75.54 77.69 86.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.47 86.95 4.52 5.1% 2.51 2.8% 43% False False 13,859
10 91.47 86.95 4.52 5.1% 1.91 2.1% 43% False False 11,006
20 95.26 86.95 8.31 9.3% 1.84 2.1% 23% False False 8,906
40 100.76 86.95 13.81 15.5% 1.79 2.0% 14% False False 7,729
60 101.54 86.95 14.59 16.4% 1.54 1.7% 13% False False 6,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.59
2.618 95.67
1.618 93.27
1.000 91.79
0.618 90.87
HIGH 89.39
0.618 88.47
0.500 88.19
0.382 87.91
LOW 86.99
0.618 85.51
1.000 84.59
1.618 83.11
2.618 80.71
4.250 76.79
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 88.65 89.13
PP 88.42 89.04
S1 88.19 88.96

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

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