NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 91.39 90.70 -0.69 -0.8% 90.79
High 91.89 90.70 -1.19 -1.3% 91.73
Low 90.71 89.12 -1.59 -1.8% 88.57
Close 91.02 89.42 -1.60 -1.8% 91.63
Range 1.18 1.58 0.40 33.9% 3.16
ATR 1.40 1.44 0.04 2.5% 0.00
Volume 3,062 4,944 1,882 61.5% 16,456
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.49 93.53 90.29
R3 92.91 91.95 89.85
R2 91.33 91.33 89.71
R1 90.37 90.37 89.56 90.06
PP 89.75 89.75 89.75 89.59
S1 88.79 88.79 89.28 88.48
S2 88.17 88.17 89.13
S3 86.59 87.21 88.99
S4 85.01 85.63 88.55
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 100.12 99.04 93.37
R3 96.96 95.88 92.50
R2 93.80 93.80 92.21
R1 92.72 92.72 91.92 93.26
PP 90.64 90.64 90.64 90.92
S1 89.56 89.56 91.34 90.10
S2 87.48 87.48 91.05
S3 84.32 86.40 90.76
S4 81.16 83.24 89.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.85 89.12 3.73 4.2% 1.29 1.4% 8% False True 4,315
10 92.85 88.57 4.28 4.8% 1.15 1.3% 20% False False 3,619
20 92.85 87.97 4.88 5.5% 1.20 1.3% 30% False False 4,395
40 95.43 87.76 7.67 8.6% 1.26 1.4% 22% False False 4,083
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 0.14
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 97.42
2.618 94.84
1.618 93.26
1.000 92.28
0.618 91.68
HIGH 90.70
0.618 90.10
0.500 89.91
0.382 89.72
LOW 89.12
0.618 88.14
1.000 87.54
1.618 86.56
2.618 84.98
4.250 82.41
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 89.91 90.51
PP 89.75 90.14
S1 89.58 89.78

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

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