NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 85.73 86.10 0.37 0.4% 90.05
High 87.19 87.42 0.23 0.3% 91.27
Low 85.61 85.92 0.31 0.4% 84.94
Close 86.24 87.09 0.85 1.0% 86.28
Range 1.58 1.50 -0.08 -5.1% 6.33
ATR 2.11 2.06 -0.04 -2.1% 0.00
Volume 212,577 197,179 -15,398 -7.2% 1,304,428
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.31 90.70 87.92
R3 89.81 89.20 87.50
R2 88.31 88.31 87.37
R1 87.70 87.70 87.23 88.01
PP 86.81 86.81 86.81 86.96
S1 86.20 86.20 86.95 86.51
S2 85.31 85.31 86.82
S3 83.81 84.70 86.68
S4 82.31 83.20 86.27
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 87.42 84.66 2.76 3.2% 1.47 1.7% 88% True False 174,817
10 93.49 84.66 8.83 10.1% 2.10 2.4% 28% False False 229,594
20 94.02 84.66 9.36 10.7% 2.07 2.4% 26% False False 179,412
40 101.01 84.66 16.35 18.8% 2.24 2.6% 15% False False 129,208
60 101.01 84.66 16.35 18.8% 2.11 2.4% 15% False False 105,619
80 101.01 84.66 16.35 18.8% 2.14 2.5% 15% False False 90,767
100 101.01 79.12 21.89 25.1% 2.25 2.6% 36% False False 81,816
120 101.01 79.12 21.89 25.1% 2.29 2.6% 36% False False 76,033
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.80
2.618 91.35
1.618 89.85
1.000 88.92
0.618 88.35
HIGH 87.42
0.618 86.85
0.500 86.67
0.382 86.49
LOW 85.92
0.618 84.99
1.000 84.42
1.618 83.49
2.618 81.99
4.250 79.55
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 86.95 86.81
PP 86.81 86.54
S1 86.67 86.26

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

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