NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 89.60 87.14 -2.46 -2.7% 92.53
High 89.80 88.01 -1.79 -2.0% 93.98
Low 86.28 85.55 -0.73 -0.8% 90.73
Close 87.23 86.29 -0.94 -1.1% 90.97
Range 3.52 2.46 -1.06 -30.1% 3.25
ATR 2.31 2.32 0.01 0.5% 0.00
Volume 48,556 65,653 17,097 35.2% 209,935
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 94.00 92.60 87.64
R3 91.54 90.14 86.97
R2 89.08 89.08 86.74
R1 87.68 87.68 86.52 87.15
PP 86.62 86.62 86.62 86.35
S1 85.22 85.22 86.06 84.69
S2 84.16 84.16 85.84
S3 81.70 82.76 85.61
S4 79.24 80.30 84.94
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 101.64 99.56 92.76
R3 98.39 96.31 91.86
R2 95.14 95.14 91.57
R1 93.06 93.06 91.27 92.48
PP 91.89 91.89 91.89 91.60
S1 89.81 89.81 90.67 89.23
S2 88.64 88.64 90.37
S3 85.39 86.56 90.08
S4 82.14 83.31 89.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.98 85.55 8.43 9.8% 2.75 3.2% 9% False True 48,061
10 93.98 85.55 8.43 9.8% 2.13 2.5% 9% False True 48,397
20 94.46 85.55 8.91 10.3% 2.31 2.7% 8% False True 40,339
40 101.19 85.55 15.64 18.1% 2.25 2.6% 5% False True 31,906
60 101.19 85.55 15.64 18.1% 2.10 2.4% 5% False True 26,829
80 101.19 85.55 15.64 18.1% 2.07 2.4% 5% False True 22,691
100 101.19 79.69 21.50 24.9% 2.14 2.5% 31% False False 19,990
120 101.19 79.69 21.50 24.9% 2.08 2.4% 31% False False 17,549
Crabel Price Patterns
NR True
NR4 True
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 0.52
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.47
2.618 94.45
1.618 91.99
1.000 90.47
0.618 89.53
HIGH 88.01
0.618 87.07
0.500 86.78
0.382 86.49
LOW 85.55
0.618 84.03
1.000 83.09
1.618 81.57
2.618 79.11
4.250 75.10
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 86.78 88.65
PP 86.62 87.86
S1 86.45 87.08

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

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