NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 93.25 92.92 -0.33 -0.4% 90.66
High 93.72 93.47 -0.25 -0.3% 94.46
Low 92.48 91.62 -0.86 -0.9% 89.07
Close 93.08 93.02 -0.06 -0.1% 92.76
Range 1.24 1.85 0.61 49.2% 5.39
ATR 2.12 2.10 -0.02 -0.9% 0.00
Volume 42,520 37,604 -4,916 -11.6% 235,552
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.25 97.49 94.04
R3 96.40 95.64 93.53
R2 94.55 94.55 93.36
R1 93.79 93.79 93.19 94.17
PP 92.70 92.70 92.70 92.90
S1 91.94 91.94 92.85 92.32
S2 90.85 90.85 92.68
S3 89.00 90.09 92.51
S4 87.15 88.24 92.00
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 93.72 90.80 2.92 3.1% 1.55 1.7% 76% False False 45,769
10 94.46 89.07 5.39 5.8% 1.96 2.1% 73% False False 44,036
20 94.46 88.54 5.92 6.4% 2.11 2.3% 76% False False 34,816
40 101.19 88.54 12.65 13.6% 2.16 2.3% 35% False False 28,359
60 101.19 88.54 12.65 13.6% 2.01 2.2% 35% False False 23,998
80 101.19 79.69 21.50 23.1% 2.10 2.3% 62% False False 20,708
100 101.19 79.69 21.50 23.1% 2.13 2.3% 62% False False 18,248
120 107.14 79.69 27.45 29.5% 2.06 2.2% 49% False False 16,079
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.33
2.618 98.31
1.618 96.46
1.000 95.32
0.618 94.61
HIGH 93.47
0.618 92.76
0.500 92.55
0.382 92.33
LOW 91.62
0.618 90.48
1.000 89.77
1.618 88.63
2.618 86.78
4.250 83.76
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 92.86 92.90
PP 92.70 92.79
S1 92.55 92.67

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

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