NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 91.76 92.08 0.32 0.3% 89.85
High 92.32 92.85 0.53 0.6% 93.66
Low 91.30 91.55 0.25 0.3% 88.21
Close 92.09 92.12 0.03 0.0% 91.86
Range 1.02 1.30 0.28 27.5% 5.45
ATR 2.29 2.22 -0.07 -3.1% 0.00
Volume 232,217 226,343 -5,874 -2.5% 1,382,779
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 96.07 95.40 92.84
R3 94.77 94.10 92.48
R2 93.47 93.47 92.36
R1 92.80 92.80 92.24 93.14
PP 92.17 92.17 92.17 92.34
S1 91.50 91.50 92.00 91.84
S2 90.87 90.87 91.88
S3 89.57 90.20 91.76
S4 88.27 88.90 91.41
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.59 105.18 94.86
R3 102.14 99.73 93.36
R2 96.69 96.69 92.86
R1 94.28 94.28 92.36 95.49
PP 91.24 91.24 91.24 91.85
S1 88.83 88.83 91.36 90.04
S2 85.79 85.79 90.86
S3 80.34 83.38 90.36
S4 74.89 77.93 88.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.94 89.79 3.15 3.4% 1.61 1.7% 74% False False 245,225
10 93.66 87.91 5.75 6.2% 2.26 2.5% 73% False False 268,087
20 93.84 87.70 6.14 6.7% 2.22 2.4% 72% False False 249,329
40 100.73 87.70 13.03 14.1% 2.26 2.5% 34% False False 170,759
60 100.73 87.50 13.23 14.4% 2.17 2.4% 35% False False 127,490
80 100.73 78.83 21.90 23.8% 2.26 2.5% 61% False False 101,545
100 100.73 78.83 21.90 23.8% 2.33 2.5% 61% False False 84,443
120 107.15 78.83 28.32 30.7% 2.23 2.4% 47% False False 71,925
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.38
2.618 96.25
1.618 94.95
1.000 94.15
0.618 93.65
HIGH 92.85
0.618 92.35
0.500 92.20
0.382 92.05
LOW 91.55
0.618 90.75
1.000 90.25
1.618 89.45
2.618 88.15
4.250 86.03
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 92.20 91.85
PP 92.17 91.59
S1 92.15 91.32

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

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