NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 92.70 93.00 0.30 0.3% 90.65
High 93.14 93.26 0.12 0.1% 93.26
Low 91.97 92.20 0.23 0.3% 90.23
Close 92.75 92.61 -0.14 -0.2% 92.61
Range 1.17 1.06 -0.11 -9.4% 3.03
ATR 1.50 1.47 -0.03 -2.1% 0.00
Volume 29,458 21,143 -8,315 -28.2% 77,078
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.87 95.30 93.19
R3 94.81 94.24 92.90
R2 93.75 93.75 92.80
R1 93.18 93.18 92.71 92.94
PP 92.69 92.69 92.69 92.57
S1 92.12 92.12 92.51 91.88
S2 91.63 91.63 92.42
S3 90.57 91.06 92.32
S4 89.51 90.00 92.03
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 101.12 99.90 94.28
R3 98.09 96.87 93.44
R2 95.06 95.06 93.17
R1 93.84 93.84 92.89 94.45
PP 92.03 92.03 92.03 92.34
S1 90.81 90.81 92.33 91.42
S2 89.00 89.00 92.05
S3 85.97 87.78 91.78
S4 82.94 84.75 90.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.26 90.06 3.20 3.5% 1.35 1.5% 80% True False 20,515
10 93.26 88.78 4.48 4.8% 1.21 1.3% 85% True False 29,068
20 93.26 88.00 5.26 5.7% 1.33 1.4% 88% True False 29,693
40 93.26 87.22 6.04 6.5% 1.60 1.7% 89% True False 26,988
60 95.69 87.22 8.47 9.1% 1.70 1.8% 64% False False 26,086
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.77
2.618 96.04
1.618 94.98
1.000 94.32
0.618 93.92
HIGH 93.26
0.618 92.86
0.500 92.73
0.382 92.60
LOW 92.20
0.618 91.54
1.000 91.14
1.618 90.48
2.618 89.42
4.250 87.70
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 92.73 92.45
PP 92.69 92.28
S1 92.65 92.12

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

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