NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 90.07 91.13 1.06 1.2% 90.36
High 91.22 92.37 1.15 1.3% 91.22
Low 89.96 90.99 1.03 1.1% 87.90
Close 91.12 91.38 0.26 0.3% 91.12
Range 1.26 1.38 0.12 9.5% 3.32
ATR 1.71 1.68 -0.02 -1.4% 0.00
Volume 18,276 15,543 -2,733 -15.0% 54,243
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.72 94.93 92.14
R3 94.34 93.55 91.76
R2 92.96 92.96 91.63
R1 92.17 92.17 91.51 92.57
PP 91.58 91.58 91.58 91.78
S1 90.79 90.79 91.25 91.19
S2 90.20 90.20 91.13
S3 88.82 89.41 91.00
S4 87.44 88.03 90.62
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 100.04 98.90 92.95
R3 96.72 95.58 92.03
R2 93.40 93.40 91.73
R1 92.26 92.26 91.42 92.83
PP 90.08 90.08 90.08 90.37
S1 88.94 88.94 90.82 89.51
S2 86.76 86.76 90.51
S3 83.44 85.62 90.21
S4 80.12 82.30 89.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.37 87.90 4.47 4.9% 1.44 1.6% 78% True False 13,363
10 92.37 87.90 4.47 4.9% 1.53 1.7% 78% True False 12,452
20 92.37 86.95 5.42 5.9% 1.75 1.9% 82% True False 12,265
40 95.57 86.95 8.62 9.4% 1.67 1.8% 51% False False 9,901
60 101.54 86.95 14.59 16.0% 1.64 1.8% 30% False False 8,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.24
2.618 95.98
1.618 94.60
1.000 93.75
0.618 93.22
HIGH 92.37
0.618 91.84
0.500 91.68
0.382 91.52
LOW 90.99
0.618 90.14
1.000 89.61
1.618 88.76
2.618 87.38
4.250 85.13
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 91.68 91.17
PP 91.58 90.95
S1 91.48 90.74

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

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