NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 89.79 90.30 0.51 0.6% 88.87
High 90.41 91.99 1.58 1.7% 90.12
Low 89.60 90.14 0.54 0.6% 88.00
Close 90.25 91.78 1.53 1.7% 89.33
Range 0.81 1.85 1.04 128.4% 2.12
ATR 1.49 1.51 0.03 1.8% 0.00
Volume 28,841 24,020 -4,821 -16.7% 139,797
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.85 96.17 92.80
R3 95.00 94.32 92.29
R2 93.15 93.15 92.12
R1 92.47 92.47 91.95 92.81
PP 91.30 91.30 91.30 91.48
S1 90.62 90.62 91.61 90.96
S2 89.45 89.45 91.44
S3 87.60 88.77 91.27
S4 85.75 86.92 90.76
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.51 94.54 90.50
R3 93.39 92.42 89.91
R2 91.27 91.27 89.72
R1 90.30 90.30 89.52 90.79
PP 89.15 89.15 89.15 89.39
S1 88.18 88.18 89.14 88.67
S2 87.03 87.03 88.94
S3 84.91 86.06 88.75
S4 82.79 83.94 88.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.99 88.30 3.69 4.0% 1.07 1.2% 94% True False 38,040
10 91.99 88.00 3.99 4.3% 1.27 1.4% 95% True False 33,447
20 92.73 88.00 4.73 5.2% 1.37 1.5% 80% False False 27,989
40 92.73 87.22 5.51 6.0% 1.63 1.8% 83% False False 26,489
60 95.69 87.22 8.47 9.2% 1.77 1.9% 54% False False 25,410
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 0.26
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 99.85
2.618 96.83
1.618 94.98
1.000 93.84
0.618 93.13
HIGH 91.99
0.618 91.28
0.500 91.07
0.382 90.85
LOW 90.14
0.618 89.00
1.000 88.29
1.618 87.15
2.618 85.30
4.250 82.28
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 91.54 91.37
PP 91.30 90.97
S1 91.07 90.56

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

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