NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 90.18 90.92 0.74 0.8% 89.75
High 91.12 91.01 -0.11 -0.1% 91.91
Low 89.69 90.05 0.36 0.4% 88.73
Close 91.01 90.38 -0.63 -0.7% 91.01
Range 1.43 0.96 -0.47 -32.9% 3.18
ATR 1.94 1.87 -0.07 -3.6% 0.00
Volume 17,486 5,701 -11,785 -67.4% 123,795
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.36 92.83 90.91
R3 92.40 91.87 90.64
R2 91.44 91.44 90.56
R1 90.91 90.91 90.47 90.70
PP 90.48 90.48 90.48 90.37
S1 89.95 89.95 90.29 89.74
S2 89.52 89.52 90.20
S3 88.56 88.99 90.12
S4 87.60 88.03 89.85
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 100.09 98.73 92.76
R3 96.91 95.55 91.88
R2 93.73 93.73 91.59
R1 92.37 92.37 91.30 93.05
PP 90.55 90.55 90.55 90.89
S1 89.19 89.19 90.72 89.87
S2 87.37 87.37 90.43
S3 84.19 86.01 90.14
S4 81.01 82.83 89.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.91 88.73 3.18 3.5% 1.77 2.0% 52% False False 25,899
10 91.91 87.90 4.01 4.4% 1.64 1.8% 62% False False 25,557
20 92.03 87.22 4.81 5.3% 1.83 2.0% 66% False False 24,034
40 95.69 87.22 8.47 9.4% 1.94 2.1% 37% False False 23,902
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 95.09
2.618 93.52
1.618 92.56
1.000 91.97
0.618 91.60
HIGH 91.01
0.618 90.64
0.500 90.53
0.382 90.42
LOW 90.05
0.618 89.46
1.000 89.09
1.618 88.50
2.618 87.54
4.250 85.97
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 90.53 90.29
PP 90.48 90.19
S1 90.43 90.10

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

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