NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 93.31 92.53 -0.78 -0.8% 90.66
High 93.53 93.08 -0.45 -0.5% 94.46
Low 92.08 90.80 -1.28 -1.4% 89.07
Close 92.76 92.83 0.07 0.1% 92.76
Range 1.45 2.28 0.83 57.2% 5.39
ATR 2.29 2.28 0.00 0.0% 0.00
Volume 57,439 28,560 -28,879 -50.3% 235,552
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 99.08 98.23 94.08
R3 96.80 95.95 93.46
R2 94.52 94.52 93.25
R1 93.67 93.67 93.04 94.10
PP 92.24 92.24 92.24 92.45
S1 91.39 91.39 92.62 91.82
S2 89.96 89.96 92.41
S3 87.68 89.11 92.20
S4 85.40 86.83 91.58
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 108.27 105.90 95.72
R3 102.88 100.51 94.24
R2 97.49 97.49 93.75
R1 95.12 95.12 93.25 96.31
PP 92.10 92.10 92.10 92.69
S1 89.73 89.73 92.27 90.92
S2 86.71 86.71 91.77
S3 81.32 84.34 91.28
S4 75.93 78.95 89.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.46 90.19 4.27 4.6% 2.30 2.5% 62% False False 45,293
10 94.46 88.54 5.92 6.4% 2.46 2.7% 72% False False 37,987
20 98.07 88.54 9.53 10.3% 2.36 2.5% 45% False False 30,951
40 101.19 88.54 12.65 13.6% 2.16 2.3% 34% False False 25,962
60 101.19 88.25 12.94 13.9% 2.06 2.2% 35% False False 22,144
80 101.19 79.69 21.50 23.2% 2.10 2.3% 61% False False 19,337
100 101.19 79.69 21.50 23.2% 2.13 2.3% 61% False False 16,943
120 107.14 79.69 27.45 29.6% 2.04 2.2% 48% False False 14,988
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.77
2.618 99.05
1.618 96.77
1.000 95.36
0.618 94.49
HIGH 93.08
0.618 92.21
0.500 91.94
0.382 91.67
LOW 90.80
0.618 89.39
1.000 88.52
1.618 87.11
2.618 84.83
4.250 81.11
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 92.53 92.65
PP 92.24 92.47
S1 91.94 92.29

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

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