NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 90.50 89.78 -0.72 -0.8% 89.75
High 90.74 89.92 -0.82 -0.9% 91.91
Low 89.49 88.22 -1.27 -1.4% 88.73
Close 89.84 89.20 -0.64 -0.7% 91.01
Range 1.25 1.70 0.45 36.0% 3.18
ATR 1.83 1.82 -0.01 -0.5% 0.00
Volume 18,206 16,861 -1,345 -7.4% 123,795
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.21 93.41 90.14
R3 92.51 91.71 89.67
R2 90.81 90.81 89.51
R1 90.01 90.01 89.36 89.56
PP 89.11 89.11 89.11 88.89
S1 88.31 88.31 89.04 87.86
S2 87.41 87.41 88.89
S3 85.71 86.61 88.73
S4 84.01 84.91 88.27
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 91.12 88.22 2.90 3.3% 1.37 1.5% 34% False True 18,365
10 91.91 87.90 4.01 4.5% 1.69 1.9% 32% False False 25,013
20 92.03 87.22 4.81 5.4% 1.85 2.1% 41% False False 23,794
40 95.69 87.22 8.47 9.5% 1.93 2.2% 23% False False 24,194
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 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.15
2.618 94.37
1.618 92.67
1.000 91.62
0.618 90.97
HIGH 89.92
0.618 89.27
0.500 89.07
0.382 88.87
LOW 88.22
0.618 87.17
1.000 86.52
1.618 85.47
2.618 83.77
4.250 81.00
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 89.16 89.62
PP 89.11 89.48
S1 89.07 89.34

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

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