NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 90.38 90.75 0.37 0.4% 89.07
High 90.40 92.70 2.30 2.5% 91.98
Low 89.92 90.64 0.72 0.8% 88.68
Close 90.27 92.47 2.20 2.4% 90.33
Range 0.48 2.06 1.58 329.2% 3.30
ATR 1.40 1.47 0.07 5.3% 0.00
Volume 14,379 3,355 -11,024 -76.7% 112,316
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 98.12 97.35 93.60
R3 96.06 95.29 93.04
R2 94.00 94.00 92.85
R1 93.23 93.23 92.66 93.62
PP 91.94 91.94 91.94 92.13
S1 91.17 91.17 92.28 91.56
S2 89.88 89.88 92.09
S3 87.82 89.11 91.90
S4 85.76 87.05 91.34
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 92.70 89.65 3.05 3.3% 1.47 1.6% 92% True False 14,435
10 92.70 87.99 4.71 5.1% 1.23 1.3% 95% True False 19,216
20 92.70 87.62 5.08 5.5% 1.33 1.4% 95% True False 17,570
40 92.70 86.95 5.75 6.2% 1.52 1.6% 96% True False 14,237
60 95.57 86.95 8.62 9.3% 1.61 1.7% 64% False False 11,765
80 101.54 86.95 14.59 15.8% 1.57 1.7% 38% False False 10,511
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 0.11
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 101.46
2.618 98.09
1.618 96.03
1.000 94.76
0.618 93.97
HIGH 92.70
0.618 91.91
0.500 91.67
0.382 91.43
LOW 90.64
0.618 89.37
1.000 88.58
1.618 87.31
2.618 85.25
4.250 81.89
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 92.20 92.04
PP 91.94 91.61
S1 91.67 91.18

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

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