NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 20-Nov-2012

Day Change Summary
	Previous	Current
	19-Nov-2012	20-Nov-2012	Change	Change %	Previous Week
Open	89.75	91.23	1.48	1.6%	89.34
High	91.91	91.49	-0.42	-0.5%	89.91
Low	89.75	88.73	-1.02	-1.1%	87.90
Close	91.50	89.38	-2.12	-2.3%	89.36
Range	2.16	2.76	0.60	27.8%	2.01
ATR	1.96	2.01	0.06	3.0%	0.00
Volume	36,528	36,207	-321	-0.9%	126,081

Daily Pivots for day following 20-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.15	96.52	90.90
R3	95.39	93.76	90.14
R2	92.63	92.63	89.89
R1	91.00	91.00	89.63	90.44
PP	89.87	89.87	89.87	89.58
S1	88.24	88.24	89.13	87.68
S2	87.11	87.11	88.87
S3	84.35	85.48	88.62
S4	81.59	82.72	87.86

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	4.5%	2.01	2.2%	37%	False	False	31,660
10	91.91	87.22	4.69	5.2%	2.06	2.3%	46%	False	False	28,374
20	92.03	87.22	4.81	5.4%	1.88	2.1%	45%	False	False	24,990
40	95.69	87.22	8.47	9.5%	1.97	2.2%	26%	False	False	24,121

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	0.46
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	103.22
2.618	98.72
1.618	95.96
1.000	94.25
0.618	93.20
HIGH	91.49
0.618	90.44
0.500	90.11
0.382	89.78
LOW	88.73
0.618	87.02
1.000	85.97
1.618	84.26
2.618	81.50
4.250	77.00

Fisher Pivots for day following 20-Nov-2012
Pivot	1 day	3 day
R1	90.11	89.94
PP	89.87	89.75
S1	89.62	89.57

Download as Excel Spreadsheet

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

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