NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 15-Nov-2012

Day Change Summary
	Previous	Current
	14-Nov-2012	15-Nov-2012	Change	Change %	Previous Week
Open	88.03	88.81	0.78	0.9%	87.83
High	89.25	89.48	0.23	0.3%	91.47
Low	87.89	87.50	-0.39	-0.4%	86.95
Close	88.94	88.08	-0.86	-1.0%	88.88
Range	1.36	1.98	0.62	45.6%	4.52
ATR	1.78	1.80	0.01	0.8%	0.00
Volume	11,593	13,211	1,618	14.0%	69,295

Daily Pivots for day following 15-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.29	93.17	89.17
R3	92.31	91.19	88.62
R2	90.33	90.33	88.44
R1	89.21	89.21	88.26	88.78
PP	88.35	88.35	88.35	88.14
S1	87.23	87.23	87.90	86.80
S2	86.37	86.37	87.72
S3	84.39	85.25	87.54
S4	82.41	83.27	86.99

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	89.48	86.99	2.49	2.8%	1.60	1.8%	44%	True	False	10,106
10	91.47	86.95	4.52	5.1%	2.03	2.3%	25%	False	False	12,137
20	95.26	86.95	8.31	9.4%	1.89	2.1%	14%	False	False	9,706
40	95.57	86.95	8.62	9.8%	1.70	1.9%	13%	False	False	7,762
60	101.54	86.95	14.59	16.6%	1.59	1.8%	8%	False	False	7,352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.47
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	97.90
2.618	94.66
1.618	92.68
1.000	91.46
0.618	90.70
HIGH	89.48
0.618	88.72
0.500	88.49
0.382	88.26
LOW	87.50
0.618	86.28
1.000	85.52
1.618	84.30
2.618	82.32
4.250	79.09

Fisher Pivots for day following 15-Nov-2012
Pivot	1 day	3 day
R1	88.49	88.49
PP	88.35	88.35
S1	88.22	88.22

Download as Excel Spreadsheet

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

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