NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 87.14 86.22 -0.92 -1.1% 92.53
High 88.01 87.29 -0.72 -0.8% 93.98
Low 85.55 85.79 0.24 0.3% 90.73
Close 86.29 86.60 0.31 0.4% 90.97
Range 2.46 1.50 -0.96 -39.0% 3.25
ATR 2.32 2.26 -0.06 -2.5% 0.00
Volume 65,653 72,156 6,503 9.9% 209,935
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 91.06 90.33 87.43
R3 89.56 88.83 87.01
R2 88.06 88.06 86.88
R1 87.33 87.33 86.74 87.70
PP 86.56 86.56 86.56 86.74
S1 85.83 85.83 86.46 86.20
S2 85.06 85.06 86.33
S3 83.56 84.33 86.19
S4 82.06 82.83 85.78
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 9.7% 2.68 3.1% 12% False False 54,972
10 93.98 85.55 8.43 9.7% 2.11 2.4% 12% False False 50,371
20 94.46 85.55 8.91 10.3% 2.26 2.6% 12% False False 41,944
40 101.19 85.55 15.64 18.1% 2.24 2.6% 7% False False 33,353
60 101.19 85.55 15.64 18.1% 2.09 2.4% 7% False False 27,803
80 101.19 85.55 15.64 18.1% 2.04 2.4% 7% False False 23,478
100 101.19 79.69 21.50 24.8% 2.15 2.5% 32% False False 20,635
120 101.19 79.69 21.50 24.8% 2.08 2.4% 32% False False 18,077
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.67
2.618 91.22
1.618 89.72
1.000 88.79
0.618 88.22
HIGH 87.29
0.618 86.72
0.500 86.54
0.382 86.36
LOW 85.79
0.618 84.86
1.000 84.29
1.618 83.36
2.618 81.86
4.250 79.42
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 86.58 87.68
PP 86.56 87.32
S1 86.54 86.96

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

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