NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 06-Nov-2012

Day Change Summary
	Previous	Current
	05-Nov-2012	06-Nov-2012	Change	Change %	Previous Week
Open	87.89	88.75	0.86	1.0%	88.89
High	89.02	92.03	3.01	3.4%	90.06
Low	87.53	88.53	1.00	1.1%	87.46
Close	88.78	91.64	2.86	3.2%	88.02
Range	1.49	3.50	2.01	134.9%	2.60
ATR	1.81	1.93	0.12	6.7%	0.00
Volume	29,706	21,519	-8,187	-27.6%	88,951

Daily Pivots for day following 06-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.23	99.94	93.57
R3	97.73	96.44	92.60
R2	94.23	94.23	92.28
R1	92.94	92.94	91.96	93.59
PP	90.73	90.73	90.73	91.06
S1	89.44	89.44	91.32	90.09
S2	87.23	87.23	91.00
S3	83.73	85.94	90.68
S4	80.23	82.44	89.72

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.31	94.77	89.45
R3	93.71	92.17	88.74
R2	91.11	91.11	88.50
R1	89.57	89.57	88.26	89.04
PP	88.51	88.51	88.51	88.25
S1	86.97	86.97	87.78	86.44
S2	85.91	85.91	87.54
S3	83.31	84.37	87.31
S4	80.71	81.77	86.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.03	87.53	4.50	4.9%	1.92	2.1%	91%	True	False	20,065
10	92.03	87.46	4.57	5.0%	1.70	1.9%	91%	True	False	21,606
20	95.69	87.46	8.23	9.0%	1.80	2.0%	51%	False	False	23,299
40	101.40	87.46	13.94	15.2%	1.99	2.2%	30%	False	False	23,927

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	0.25
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	106.91
2.618	101.19
1.618	97.69
1.000	95.53
0.618	94.19
HIGH	92.03
0.618	90.69
0.500	90.28
0.382	89.87
LOW	88.53
0.618	86.37
1.000	85.03
1.618	82.87
2.618	79.37
4.250	73.66

Fisher Pivots for day following 06-Nov-2012
Pivot	1 day	3 day
R1	91.19	91.02
PP	90.73	90.40
S1	90.28	89.78

Download as Excel Spreadsheet

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

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