NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 90.30 91.43 1.13 1.3% 88.87
High 91.99 92.31 0.32 0.3% 90.12
Low 90.14 91.15 1.01 1.1% 88.00
Close 91.78 92.04 0.26 0.3% 89.33
Range 1.85 1.16 -0.69 -37.3% 2.12
ATR 1.51 1.49 -0.03 -1.7% 0.00
Volume 24,020 43,694 19,674 81.9% 139,797
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.31 94.84 92.68
R3 94.15 93.68 92.36
R2 92.99 92.99 92.25
R1 92.52 92.52 92.15 92.76
PP 91.83 91.83 91.83 91.95
S1 91.36 91.36 91.93 91.60
S2 90.67 90.67 91.83
S3 89.51 90.20 91.72
S4 88.35 89.04 91.40
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 92.31 88.78 3.53 3.8% 1.07 1.2% 92% True False 37,621
10 92.31 88.00 4.31 4.7% 1.15 1.2% 94% True False 34,193
20 92.73 88.00 4.73 5.1% 1.35 1.5% 85% False False 28,495
40 92.73 87.22 5.51 6.0% 1.60 1.7% 87% False False 26,908
60 95.69 87.22 8.47 9.2% 1.76 1.9% 57% False False 25,729
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.24
2.618 95.35
1.618 94.19
1.000 93.47
0.618 93.03
HIGH 92.31
0.618 91.87
0.500 91.73
0.382 91.59
LOW 91.15
0.618 90.43
1.000 89.99
1.618 89.27
2.618 88.11
4.250 86.22
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 91.94 91.68
PP 91.83 91.32
S1 91.73 90.96

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

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