NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 86.10 86.91 0.81 0.9% 86.43
High 87.42 87.24 -0.18 -0.2% 87.42
Low 85.92 84.66 -1.26 -1.5% 84.66
Close 87.09 84.86 -2.23 -2.6% 84.86
Range 1.50 2.58 1.08 72.0% 2.76
ATR 2.06 2.10 0.04 1.8% 0.00
Volume 197,179 297,311 100,132 50.8% 959,018
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.33 91.67 86.28
R3 90.75 89.09 85.57
R2 88.17 88.17 85.33
R1 86.51 86.51 85.10 86.05
PP 85.59 85.59 85.59 85.36
S1 83.93 83.93 84.62 83.47
S2 83.01 83.01 84.39
S3 80.43 81.35 84.15
S4 77.85 78.77 83.44
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.93 92.15 86.38
R3 91.17 89.39 85.62
R2 88.41 88.41 85.37
R1 86.63 86.63 85.11 86.14
PP 85.65 85.65 85.65 85.40
S1 83.87 83.87 84.61 83.38
S2 82.89 82.89 84.35
S3 80.13 81.11 84.10
S4 77.37 78.35 83.34
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 3.3% 1.71 2.0% 7% False True 191,803
10 91.27 84.66 6.61 7.8% 2.03 2.4% 3% False True 226,344
20 94.02 84.66 9.36 11.0% 2.06 2.4% 2% False True 189,283
40 101.01 84.66 16.35 19.3% 2.24 2.6% 1% False True 134,200
60 101.01 84.66 16.35 19.3% 2.13 2.5% 1% False True 109,588
80 101.01 84.66 16.35 19.3% 2.14 2.5% 1% False True 93,968
100 101.01 79.12 21.89 25.8% 2.26 2.7% 26% False False 84,344
120 101.01 79.12 21.89 25.8% 2.29 2.7% 26% False False 78,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 98.21
2.618 93.99
1.618 91.41
1.000 89.82
0.618 88.83
HIGH 87.24
0.618 86.25
0.500 85.95
0.382 85.65
LOW 84.66
0.618 83.07
1.000 82.08
1.618 80.49
2.618 77.91
4.250 73.70
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 85.95 86.04
PP 85.59 85.65
S1 85.22 85.25

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

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