NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 89.85 90.22 0.37 0.4% 89.24
High 90.18 90.55 0.37 0.4% 89.88
Low 89.54 89.85 0.31 0.3% 88.48
Close 89.60 90.47 0.87 1.0% 89.60
Range 0.64 0.70 0.06 9.4% 1.40
ATR 1.21 1.19 -0.02 -1.5% 0.00
Volume 12,272 4,925 -7,347 -59.9% 36,055
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 92.39 92.13 90.86
R3 91.69 91.43 90.66
R2 90.99 90.99 90.60
R1 90.73 90.73 90.53 90.86
PP 90.29 90.29 90.29 90.36
S1 90.03 90.03 90.41 90.16
S2 89.59 89.59 90.34
S3 88.89 89.33 90.28
S4 88.19 88.63 90.09
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.52 92.96 90.37
R3 92.12 91.56 89.99
R2 90.72 90.72 89.86
R1 90.16 90.16 89.73 90.44
PP 89.32 89.32 89.32 89.46
S1 88.76 88.76 89.47 89.04
S2 87.92 87.92 89.34
S3 86.52 87.36 89.22
S4 85.12 85.96 88.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.55 88.55 2.00 2.2% 0.77 0.9% 96% True False 8,301
10 91.89 88.48 3.41 3.8% 0.88 1.0% 58% False False 6,774
20 92.85 88.48 4.37 4.8% 1.06 1.2% 46% False False 5,399
40 92.85 87.76 5.09 5.6% 1.17 1.3% 53% False False 4,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.53
2.618 92.38
1.618 91.68
1.000 91.25
0.618 90.98
HIGH 90.55
0.618 90.28
0.500 90.20
0.382 90.12
LOW 89.85
0.618 89.42
1.000 89.15
1.618 88.72
2.618 88.02
4.250 86.88
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 90.38 90.26
PP 90.29 90.05
S1 90.20 89.84

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

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