NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 91.58 92.84 1.26 1.4% 90.26
High 93.33 93.06 -0.27 -0.3% 94.02
Low 91.50 91.58 0.08 0.1% 88.61
Close 92.50 92.28 -0.22 -0.2% 92.28
Range 1.83 1.48 -0.35 -19.1% 5.41
ATR 2.43 2.37 -0.07 -2.8% 0.00
Volume 156,251 81,777 -74,474 -47.7% 570,187
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 96.75 95.99 93.09
R3 95.27 94.51 92.69
R2 93.79 93.79 92.55
R1 93.03 93.03 92.42 92.67
PP 92.31 92.31 92.31 92.13
S1 91.55 91.55 92.14 91.19
S2 90.83 90.83 92.01
S3 89.35 90.07 91.87
S4 87.87 88.59 91.47
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.87 105.48 95.26
R3 102.46 100.07 93.77
R2 97.05 97.05 93.27
R1 94.66 94.66 92.78 95.86
PP 91.64 91.64 91.64 92.23
S1 89.25 89.25 91.78 90.45
S2 86.23 86.23 91.29
S3 80.82 83.84 90.79
S4 75.41 78.43 89.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.02 88.61 5.41 5.9% 2.23 2.4% 68% False False 114,037
10 94.02 88.09 5.93 6.4% 2.52 2.7% 71% False False 100,157
20 100.10 88.09 12.01 13.0% 2.55 2.8% 35% False False 89,352
40 101.01 88.09 12.92 14.0% 2.23 2.4% 32% False False 76,166
60 101.01 87.84 13.17 14.3% 2.19 2.4% 34% False False 67,993
80 101.01 79.12 21.89 23.7% 2.30 2.5% 60% False False 63,016
100 101.01 79.12 21.89 23.7% 2.35 2.5% 60% False False 59,575
120 107.29 79.12 28.17 30.5% 2.28 2.5% 47% False False 57,496
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 99.35
2.618 96.93
1.618 95.45
1.000 94.54
0.618 93.97
HIGH 93.06
0.618 92.49
0.500 92.32
0.382 92.15
LOW 91.58
0.618 90.67
1.000 90.10
1.618 89.19
2.618 87.71
4.250 85.29
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 92.32 92.72
PP 92.31 92.57
S1 92.29 92.43

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

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