NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 91.15 90.77 -0.38 -0.4% 90.36
High 91.38 91.22 -0.16 -0.2% 91.22
Low 89.92 89.95 0.03 0.0% 87.90
Close 90.79 90.30 -0.49 -0.5% 91.12
Range 1.46 1.27 -0.19 -13.0% 3.32
ATR 1.67 1.64 -0.03 -1.7% 0.00
Volume 14,493 17,154 2,661 18.4% 54,243
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.30 93.57 91.00
R3 93.03 92.30 90.65
R2 91.76 91.76 90.53
R1 91.03 91.03 90.42 90.76
PP 90.49 90.49 90.49 90.36
S1 89.76 89.76 90.18 89.49
S2 89.22 89.22 90.07
S3 87.95 88.49 89.95
S4 86.68 87.22 89.60
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 89.11 3.26 3.6% 1.41 1.6% 37% False False 15,984
10 92.37 87.90 4.47 5.0% 1.35 1.5% 54% False False 12,289
20 92.37 86.95 5.42 6.0% 1.65 1.8% 62% False False 12,476
40 95.57 86.95 8.62 9.5% 1.65 1.8% 39% False False 10,327
60 101.54 86.95 14.59 16.2% 1.67 1.8% 23% False False 9,059
80 101.54 86.95 14.59 16.2% 1.50 1.7% 23% False False 7,941
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.62
2.618 94.54
1.618 93.27
1.000 92.49
0.618 92.00
HIGH 91.22
0.618 90.73
0.500 90.59
0.382 90.44
LOW 89.95
0.618 89.17
1.000 88.68
1.618 87.90
2.618 86.63
4.250 84.55
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 90.59 91.15
PP 90.49 90.86
S1 90.40 90.58

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

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