NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 85.31 85.73 0.42 0.5% 90.05
High 86.24 87.19 0.95 1.1% 91.27
Low 85.10 85.61 0.51 0.6% 84.94
Close 85.68 86.24 0.56 0.7% 86.28
Range 1.14 1.58 0.44 38.6% 6.33
ATR 2.15 2.11 -0.04 -1.9% 0.00
Volume 106,222 212,577 106,355 100.1% 1,304,428
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 91.09 90.24 87.11
R3 89.51 88.66 86.67
R2 87.93 87.93 86.53
R1 87.08 87.08 86.38 87.51
PP 86.35 86.35 86.35 86.56
S1 85.50 85.50 86.10 85.93
S2 84.77 84.77 85.95
S3 83.19 83.92 85.81
S4 81.61 82.34 85.37
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 87.19 84.66 2.53 2.9% 1.48 1.7% 62% True False 177,116
10 93.49 84.66 8.83 10.2% 2.14 2.5% 18% False False 227,462
20 94.02 84.66 9.36 10.9% 2.19 2.5% 17% False False 175,202
40 101.01 84.66 16.35 19.0% 2.28 2.6% 10% False False 125,769
60 101.01 84.66 16.35 19.0% 2.11 2.5% 10% False False 103,486
80 101.01 84.66 16.35 19.0% 2.14 2.5% 10% False False 88,760
100 101.01 79.12 21.89 25.4% 2.26 2.6% 33% False False 80,311
120 101.01 79.12 21.89 25.4% 2.29 2.7% 33% False False 74,688
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.91
2.618 91.33
1.618 89.75
1.000 88.77
0.618 88.17
HIGH 87.19
0.618 86.59
0.500 86.40
0.382 86.21
LOW 85.61
0.618 84.63
1.000 84.03
1.618 83.05
2.618 81.47
4.250 78.90
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 86.40 86.14
PP 86.35 86.03
S1 86.29 85.93

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

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