NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 88.17 88.91 0.74 0.8% 91.13
High 89.60 89.00 -0.60 -0.7% 92.37
Low 88.17 87.99 -0.18 -0.2% 88.14
Close 88.96 88.05 -0.91 -1.0% 88.31
Range 1.43 1.01 -0.42 -29.4% 4.23
ATR 1.56 1.52 -0.04 -2.5% 0.00
Volume 16,697 31,725 15,028 90.0% 83,524
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.38 90.72 88.61
R3 90.37 89.71 88.33
R2 89.36 89.36 88.24
R1 88.70 88.70 88.14 88.53
PP 88.35 88.35 88.35 88.26
S1 87.69 87.69 87.96 87.52
S2 87.34 87.34 87.86
S3 86.33 86.68 87.77
S4 85.32 85.67 87.49
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 102.30 99.53 90.64
R3 98.07 95.30 89.47
R2 93.84 93.84 89.09
R1 91.07 91.07 88.70 90.34
PP 89.61 89.61 89.61 89.24
S1 86.84 86.84 87.92 86.11
S2 85.38 85.38 87.53
S3 81.15 82.61 87.15
S4 76.92 78.38 85.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.60 87.62 1.98 2.2% 1.12 1.3% 22% False False 19,852
10 92.37 87.62 4.75 5.4% 1.34 1.5% 9% False False 18,333
20 92.37 87.50 4.87 5.5% 1.48 1.7% 11% False False 14,914
40 95.26 86.95 8.31 9.4% 1.67 1.9% 13% False False 12,215
60 95.57 86.95 8.62 9.8% 1.61 1.8% 13% False False 10,102
80 101.54 86.95 14.59 16.6% 1.55 1.8% 8% False False 9,131
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.29
2.618 91.64
1.618 90.63
1.000 90.01
0.618 89.62
HIGH 89.00
0.618 88.61
0.500 88.50
0.382 88.38
LOW 87.99
0.618 87.37
1.000 86.98
1.618 86.36
2.618 85.35
4.250 83.70
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 88.50 88.61
PP 88.35 88.42
S1 88.20 88.24

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

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