NYMEX Light Sweet Crude Oil Future July 2013

Trading Metrics calculated at close of trading on 19-Nov-2012

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	89.50	90.19	0.69	0.8%	89.56
High	89.61	91.99	2.38	2.7%	89.89
Low	89.38	90.12	0.74	0.8%	88.32
Close	89.61	91.69	2.08	2.3%	89.61
Range	0.23	1.87	1.64	713.0%	1.57
ATR	1.39	1.46	0.07	5.1%	0.00
Volume	2,803	7,146	4,343	154.9%	21,680

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.88	96.15	92.72
R3	95.01	94.28	92.20
R2	93.14	93.14	92.03
R1	92.41	92.41	91.86	92.78
PP	91.27	91.27	91.27	91.45
S1	90.54	90.54	91.52	90.91
S2	89.40	89.40	91.35
S3	87.53	88.67	91.18
S4	85.66	86.80	90.66

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.98	93.37	90.47
R3	92.41	91.80	90.04
R2	90.84	90.84	89.90
R1	90.23	90.23	89.75	90.54
PP	89.27	89.27	89.27	89.43
S1	88.66	88.66	89.47	88.97
S2	87.70	87.70	89.32
S3	86.13	87.09	89.18
S4	84.56	85.52	88.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.99	88.32	3.67	4.0%	1.08	1.2%	92%	True	False	4,816
10	92.00	87.76	4.24	4.6%	1.54	1.7%	93%	False	False	4,538
20	92.00	87.76	4.24	4.6%	1.28	1.4%	93%	False	False	3,893

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	0.20
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	99.94
2.618	96.89
1.618	95.02
1.000	93.86
0.618	93.15
HIGH	91.99
0.618	91.28
0.500	91.06
0.382	90.83
LOW	90.12
0.618	88.96
1.000	88.25
1.618	87.09
2.618	85.22
4.250	82.17

Fisher Pivots for day following 19-Nov-2012
Pivot	1 day	3 day
R1	91.48	91.18
PP	91.27	90.67
S1	91.06	90.16

Download as Excel Spreadsheet

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

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