NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	89.34	88.78	-0.56	-0.6%	87.89
High	89.81	89.43	-0.38	-0.4%	92.03
Low	88.63	88.14	-0.49	-0.6%	87.22
Close	88.92	88.82	-0.10	-0.1%	89.29
Range	1.18	1.29	0.11	9.3%	4.81
ATR	2.01	1.96	-0.05	-2.6%	0.00
Volume	21,192	19,320	-1,872	-8.8%	136,152

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.67	92.03	89.53
R3	91.38	90.74	89.17
R2	90.09	90.09	89.06
R1	89.45	89.45	88.94	89.77
PP	88.80	88.80	88.80	88.96
S1	88.16	88.16	88.70	88.48
S2	87.51	87.51	88.58
S3	86.22	86.87	88.47
S4	84.93	85.58	88.11

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.94	101.43	91.94
R3	99.13	96.62	90.61
R2	94.32	94.32	90.17
R1	91.81	91.81	89.73	93.07
PP	89.51	89.51	89.51	90.14
S1	87.00	87.00	88.85	88.26
S2	84.70	84.70	88.41
S3	79.89	82.19	87.97
S4	75.08	77.38	86.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.68	87.22	4.46	5.0%	2.12	2.4%	36%	False	False	25,087
10	92.03	87.22	4.81	5.4%	2.02	2.3%	33%	False	False	22,576
20	95.50	87.22	8.28	9.3%	1.93	2.2%	19%	False	False	22,437
40	97.47	87.22	10.25	11.5%	1.98	2.2%	16%	False	False	23,167

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.91
2.618	92.81
1.618	91.52
1.000	90.72
0.618	90.23
HIGH	89.43
0.618	88.94
0.500	88.79
0.382	88.63
LOW	88.14
0.618	87.34
1.000	86.85
1.618	86.05
2.618	84.76
4.250	82.66

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	88.81	88.76
PP	88.80	88.70
S1	88.79	88.65

Download as Excel Spreadsheet

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

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