NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 19-Nov-2012

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	88.34	89.75	1.41	1.6%	89.34
High	89.63	91.91	2.28	2.5%	89.91
Low	87.97	89.75	1.78	2.0%	87.90
Close	89.36	91.50	2.14	2.4%	89.36
Range	1.66	2.16	0.50	30.1%	2.01
ATR	1.91	1.96	0.05	2.4%	0.00
Volume	25,239	36,528	11,289	44.7%	126,081

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.53	96.68	92.69
R3	95.37	94.52	92.09
R2	93.21	93.21	91.90
R1	92.36	92.36	91.70	92.79
PP	91.05	91.05	91.05	91.27
S1	90.20	90.20	91.30	90.63
S2	88.89	88.89	91.10
S3	86.73	88.04	90.91
S4	84.57	85.88	90.31

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.09	94.23	90.47
R3	93.08	92.22	89.91
R2	91.07	91.07	89.73
R1	90.21	90.21	89.54	90.64
PP	89.06	89.06	89.06	89.27
S1	88.20	88.20	89.18	88.63
S2	87.05	87.05	88.99
S3	85.04	86.19	88.81
S4	83.03	84.18	88.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.91	87.90	4.01	4.4%	1.71	1.9%	90%	True	False	28,283
10	92.03	87.22	4.81	5.3%	2.14	2.3%	89%	False	False	26,905
20	92.03	87.22	4.81	5.3%	1.89	2.1%	89%	False	False	24,062
40	95.69	87.22	8.47	9.3%	1.96	2.1%	51%	False	False	23,757

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	101.09
2.618	97.56
1.618	95.40
1.000	94.07
0.618	93.24
HIGH	91.91
0.618	91.08
0.500	90.83
0.382	90.58
LOW	89.75
0.618	88.42
1.000	87.59
1.618	86.26
2.618	84.10
4.250	80.57

Fisher Pivots for day following 19-Nov-2012
Pivot	1 day	3 day
R1	91.28	90.97
PP	91.05	90.44
S1	90.83	89.91

Download as Excel Spreadsheet

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

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