NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 86.00 86.43 0.43 0.5% 90.05
High 86.37 86.43 0.06 0.1% 91.27
Low 85.00 84.66 -0.34 -0.4% 84.94
Close 86.28 85.54 -0.74 -0.9% 86.28
Range 1.37 1.77 0.40 29.2% 6.33
ATR 2.26 2.22 -0.03 -1.5% 0.00
Volume 212,378 145,729 -66,649 -31.4% 1,304,428
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 90.85 89.97 86.51
R3 89.08 88.20 86.03
R2 87.31 87.31 85.86
R1 86.43 86.43 85.70 85.99
PP 85.54 85.54 85.54 85.32
S1 84.66 84.66 85.38 84.22
S2 83.77 83.77 85.22
S3 82.00 82.89 85.05
S4 80.23 81.12 84.57
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 106.49 102.71 89.76
R3 100.16 96.38 88.02
R2 93.83 93.83 87.44
R1 90.05 90.05 86.86 88.78
PP 87.50 87.50 87.50 86.86
S1 83.72 83.72 85.70 82.45
S2 81.17 81.17 85.12
S3 74.84 77.39 84.54
S4 68.51 71.06 82.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.29 84.66 4.63 5.4% 2.16 2.5% 19% False True 234,887
10 93.49 84.66 8.83 10.3% 2.09 2.4% 10% False True 225,787
20 94.02 84.66 9.36 10.9% 2.32 2.7% 9% False True 166,827
40 101.01 84.66 16.35 19.1% 2.31 2.7% 5% False True 121,281
60 101.01 84.66 16.35 19.1% 2.14 2.5% 5% False True 99,912
80 101.01 84.66 16.35 19.1% 2.16 2.5% 5% False True 85,815
100 101.01 79.12 21.89 25.6% 2.31 2.7% 29% False False 78,278
120 101.01 79.12 21.89 25.6% 2.29 2.7% 29% False False 72,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.95
2.618 91.06
1.618 89.29
1.000 88.20
0.618 87.52
HIGH 86.43
0.618 85.75
0.500 85.55
0.382 85.34
LOW 84.66
0.618 83.57
1.000 82.89
1.618 81.80
2.618 80.03
4.250 77.14
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 85.55 85.71
PP 85.54 85.65
S1 85.54 85.60

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

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