NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 89.41 89.90 0.49 0.5% 88.56
High 90.08 91.68 1.60 1.8% 89.60
Low 89.21 89.77 0.56 0.6% 87.62
Close 89.90 91.44 1.54 1.7% 88.93
Range 0.87 1.91 1.04 119.5% 1.98
ATR 1.42 1.45 0.04 2.5% 0.00
Volume 13,066 13,088 22 0.2% 95,226
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.69 95.98 92.49
R3 94.78 94.07 91.97
R2 92.87 92.87 91.79
R1 92.16 92.16 91.62 92.52
PP 90.96 90.96 90.96 91.14
S1 90.25 90.25 91.26 90.61
S2 89.05 89.05 91.09
S3 87.14 88.34 90.91
S4 85.23 86.43 90.39
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.66 93.77 90.02
R3 92.68 91.79 89.47
R2 90.70 90.70 89.29
R1 89.81 89.81 89.11 90.26
PP 88.72 88.72 88.72 88.94
S1 87.83 87.83 88.75 88.28
S2 86.74 86.74 88.57
S3 84.76 85.85 88.39
S4 82.78 83.87 87.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.68 87.99 3.69 4.0% 1.10 1.2% 93% True False 23,275
10 91.68 87.62 4.06 4.4% 1.25 1.4% 94% True False 20,252
20 92.37 87.62 4.75 5.2% 1.30 1.4% 80% False False 16,270
40 92.37 86.95 5.42 5.9% 1.53 1.7% 83% False False 13,550
60 95.57 86.95 8.62 9.4% 1.61 1.8% 52% False False 11,018
80 101.54 86.95 14.59 16.0% 1.53 1.7% 31% False False 9,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 99.80
2.618 96.68
1.618 94.77
1.000 93.59
0.618 92.86
HIGH 91.68
0.618 90.95
0.500 90.73
0.382 90.50
LOW 89.77
0.618 88.59
1.000 87.86
1.618 86.68
2.618 84.77
4.250 81.65
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 91.20 91.02
PP 90.96 90.60
S1 90.73 90.18

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

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