NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 92.26 91.27 -0.99 -1.1% 92.15
High 93.66 92.94 -0.72 -0.8% 93.33
Low 91.02 91.09 0.07 0.1% 87.70
Close 91.25 92.07 0.82 0.9% 89.88
Range 2.64 1.85 -0.79 -29.9% 5.63
ATR 2.51 2.46 -0.05 -1.9% 0.00
Volume 303,502 300,087 -3,415 -1.1% 1,303,759
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 97.58 96.68 93.09
R3 95.73 94.83 92.58
R2 93.88 93.88 92.41
R1 92.98 92.98 92.24 93.43
PP 92.03 92.03 92.03 92.26
S1 91.13 91.13 91.90 91.58
S2 90.18 90.18 91.73
S3 88.33 89.28 91.56
S4 86.48 87.43 91.05
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 88.21 5.45 5.9% 2.50 2.7% 71% False False 292,689
10 93.66 87.70 5.96 6.5% 2.52 2.7% 73% False False 269,827
20 100.73 87.70 13.03 14.2% 2.63 2.9% 34% False False 246,372
40 100.73 87.70 13.03 14.2% 2.26 2.5% 34% False False 152,055
60 100.73 87.50 13.23 14.4% 2.23 2.4% 35% False False 113,922
80 100.73 78.83 21.90 23.8% 2.33 2.5% 60% False False 91,126
100 100.73 78.83 21.90 23.8% 2.33 2.5% 60% False False 75,464
120 107.15 78.83 28.32 30.8% 2.21 2.4% 47% False False 64,459
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.80
2.618 97.78
1.618 95.93
1.000 94.79
0.618 94.08
HIGH 92.94
0.618 92.23
0.500 92.02
0.382 91.80
LOW 91.09
0.618 89.95
1.000 89.24
1.618 88.10
2.618 86.25
4.250 83.23
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 92.05 91.87
PP 92.03 91.67
S1 92.02 91.48

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

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