NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 88.56 89.28 0.72 0.8% 87.89
High 89.69 89.91 0.22 0.2% 92.03
Low 88.25 87.90 -0.35 -0.4% 87.22
Close 89.33 88.47 -0.86 -1.0% 89.29
Range 1.44 2.01 0.57 39.6% 4.81
ATR 1.92 1.93 0.01 0.3% 0.00
Volume 28,466 31,864 3,398 11.9% 136,152
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.79 93.64 89.58
R3 92.78 91.63 89.02
R2 90.77 90.77 88.84
R1 89.62 89.62 88.65 89.19
PP 88.76 88.76 88.76 88.55
S1 87.61 87.61 88.29 87.18
S2 86.75 86.75 88.10
S3 84.74 85.60 87.92
S4 82.73 83.59 87.36
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 89.91 87.38 2.53 2.9% 1.69 1.9% 43% True False 24,873
10 92.03 87.22 4.81 5.4% 2.11 2.4% 26% False False 25,846
20 95.50 87.22 8.28 9.4% 1.97 2.2% 15% False False 23,419
40 95.69 87.22 8.47 9.6% 1.91 2.2% 15% False False 23,424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.45
2.618 95.17
1.618 93.16
1.000 91.92
0.618 91.15
HIGH 89.91
0.618 89.14
0.500 88.91
0.382 88.67
LOW 87.90
0.618 86.66
1.000 85.89
1.618 84.65
2.618 82.64
4.250 79.36
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 88.91 88.91
PP 88.76 88.76
S1 88.62 88.62

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

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