NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 89.60 92.26 2.66 3.0% 92.15
High 92.91 93.66 0.75 0.8% 93.33
Low 89.29 91.02 1.73 1.9% 87.70
Close 92.39 91.25 -1.14 -1.2% 89.88
Range 3.62 2.64 -0.98 -27.1% 5.63
ATR 2.49 2.51 0.01 0.4% 0.00
Volume 378,040 303,502 -74,538 -19.7% 1,303,759
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 99.90 98.21 92.70
R3 97.26 95.57 91.98
R2 94.62 94.62 91.73
R1 92.93 92.93 91.49 92.46
PP 91.98 91.98 91.98 91.74
S1 90.29 90.29 91.01 89.82
S2 89.34 89.34 90.77
S3 86.70 87.65 90.52
S4 84.06 85.01 89.80
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.19 104.17 92.98
R3 101.56 98.54 91.43
R2 95.93 95.93 90.91
R1 92.91 92.91 90.40 91.61
PP 90.30 90.30 90.30 89.65
S1 87.28 87.28 89.36 85.98
S2 84.67 84.67 88.85
S3 79.04 81.65 88.33
S4 73.41 76.02 86.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.66 87.91 5.75 6.3% 2.91 3.2% 58% True False 290,950
10 93.66 87.70 5.96 6.5% 2.59 2.8% 60% True False 263,547
20 100.73 87.70 13.03 14.3% 2.64 2.9% 27% False False 237,278
40 100.73 87.70 13.03 14.3% 2.27 2.5% 27% False False 145,578
60 100.73 87.50 13.23 14.5% 2.22 2.4% 28% False False 109,395
80 100.73 78.83 21.90 24.0% 2.33 2.6% 57% False False 87,588
100 100.73 78.83 21.90 24.0% 2.33 2.6% 57% False False 72,536
120 107.15 78.83 28.32 31.0% 2.21 2.4% 44% False False 62,019
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.88
2.618 100.57
1.618 97.93
1.000 96.30
0.618 95.29
HIGH 93.66
0.618 92.65
0.500 92.34
0.382 92.03
LOW 91.02
0.618 89.39
1.000 88.38
1.618 86.75
2.618 84.11
4.250 79.80
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 92.34 91.15
PP 91.98 91.04
S1 91.61 90.94

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

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