NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 91.45 90.38 -1.07 -1.2% 89.07
High 91.45 90.40 -1.05 -1.1% 91.98
Low 89.65 89.92 0.27 0.3% 88.68
Close 90.33 90.27 -0.06 -0.1% 90.33
Range 1.80 0.48 -1.32 -73.3% 3.30
ATR 1.47 1.40 -0.07 -4.8% 0.00
Volume 18,281 14,379 -3,902 -21.3% 112,316
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.64 91.43 90.53
R3 91.16 90.95 90.40
R2 90.68 90.68 90.36
R1 90.47 90.47 90.31 90.34
PP 90.20 90.20 90.20 90.13
S1 89.99 89.99 90.23 89.86
S2 89.72 89.72 90.18
S3 89.24 89.51 90.14
S4 88.76 89.03 90.01
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.23 98.58 92.15
R3 96.93 95.28 91.24
R2 93.63 93.63 90.94
R1 91.98 91.98 90.63 92.81
PP 90.33 90.33 90.33 90.74
S1 88.68 88.68 90.03 89.51
S2 87.03 87.03 89.73
S3 83.73 85.38 89.42
S4 80.43 82.08 88.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.98 89.21 2.77 3.1% 1.23 1.4% 38% False False 16,377
10 91.98 87.62 4.36 4.8% 1.12 1.2% 61% False False 20,434
20 92.37 87.62 4.75 5.3% 1.29 1.4% 56% False False 17,835
40 92.37 86.95 5.42 6.0% 1.50 1.7% 61% False False 14,399
60 95.57 86.95 8.62 9.5% 1.59 1.8% 39% False False 11,741
80 101.54 86.95 14.59 16.2% 1.56 1.7% 23% False False 10,509
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 92.44
2.618 91.66
1.618 91.18
1.000 90.88
0.618 90.70
HIGH 90.40
0.618 90.22
0.500 90.16
0.382 90.10
LOW 89.92
0.618 89.62
1.000 89.44
1.618 89.14
2.618 88.66
4.250 87.88
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 90.23 90.82
PP 90.20 90.63
S1 90.16 90.45

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

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