NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 92.84 91.99 -0.85 -0.9% 90.26
High 93.06 92.62 -0.44 -0.5% 94.02
Low 91.58 90.27 -1.31 -1.4% 88.61
Close 92.28 92.32 0.04 0.0% 92.28
Range 1.48 2.35 0.87 58.8% 5.41
ATR 2.37 2.36 0.00 0.0% 0.00
Volume 81,777 144,320 62,543 76.5% 570,187
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.79 97.90 93.61
R3 96.44 95.55 92.97
R2 94.09 94.09 92.75
R1 93.20 93.20 92.54 93.65
PP 91.74 91.74 91.74 91.96
S1 90.85 90.85 92.10 91.30
S2 89.39 89.39 91.89
S3 87.04 88.50 91.67
S4 84.69 86.15 91.03
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 89.69 4.33 4.7% 2.37 2.6% 61% False False 120,785
10 94.02 88.09 5.93 6.4% 2.55 2.8% 71% False False 107,867
20 97.84 88.09 9.75 10.6% 2.43 2.6% 43% False False 91,243
40 101.01 88.09 12.92 14.0% 2.25 2.4% 33% False False 78,223
60 101.01 87.84 13.17 14.3% 2.20 2.4% 34% False False 69,136
80 101.01 79.12 21.89 23.7% 2.29 2.5% 60% False False 63,775
100 101.01 79.12 21.89 23.7% 2.35 2.5% 60% False False 60,571
120 107.29 79.12 28.17 30.5% 2.29 2.5% 47% False False 58,391
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.61
2.618 98.77
1.618 96.42
1.000 94.97
0.618 94.07
HIGH 92.62
0.618 91.72
0.500 91.45
0.382 91.17
LOW 90.27
0.618 88.82
1.000 87.92
1.618 86.47
2.618 84.12
4.250 80.28
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 92.03 92.15
PP 91.74 91.97
S1 91.45 91.80

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

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