NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 92.48 92.48 0.00 0.0% 91.99
High 92.99 93.49 0.50 0.5% 93.49
Low 91.12 90.19 -0.93 -1.0% 90.19
Close 92.53 90.44 -2.09 -2.3% 90.44
Range 1.87 3.30 1.43 76.5% 3.30
ATR 2.17 2.25 0.08 3.7% 0.00
Volume 175,857 329,814 153,957 87.5% 952,033
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 101.27 99.16 92.26
R3 97.97 95.86 91.35
R2 94.67 94.67 91.05
R1 92.56 92.56 90.74 91.97
PP 91.37 91.37 91.37 91.08
S1 89.26 89.26 90.14 88.67
S2 88.07 88.07 89.84
S3 84.77 85.96 89.53
S4 81.47 82.66 88.63
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 101.27 99.16 92.26
R3 97.97 95.86 91.35
R2 94.67 94.67 91.05
R1 92.56 92.56 90.74 91.97
PP 91.37 91.37 91.37 91.08
S1 89.26 89.26 90.14 88.67
S2 88.07 88.07 89.84
S3 84.77 85.96 89.53
S4 81.47 82.66 88.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.49 90.19 3.30 3.6% 1.95 2.2% 8% True True 190,406
10 94.02 88.61 5.41 6.0% 2.09 2.3% 34% False False 152,222
20 94.02 88.09 5.93 6.6% 2.28 2.5% 40% False False 115,552
40 101.01 88.09 12.92 14.3% 2.27 2.5% 18% False False 93,139
60 101.01 88.05 12.96 14.3% 2.15 2.4% 18% False False 79,930
80 101.01 79.12 21.89 24.2% 2.28 2.5% 52% False False 71,678
100 101.01 79.12 21.89 24.2% 2.35 2.6% 52% False False 67,220
120 106.92 79.12 27.80 30.7% 2.31 2.6% 41% False False 63,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 107.52
2.618 102.13
1.618 98.83
1.000 96.79
0.618 95.53
HIGH 93.49
0.618 92.23
0.500 91.84
0.382 91.45
LOW 90.19
0.618 88.15
1.000 86.89
1.618 84.85
2.618 81.55
4.250 76.17
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 91.84 91.84
PP 91.37 91.37
S1 90.91 90.91

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

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