NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 86.80 87.06 0.26 0.3% 90.96
High 88.21 88.31 0.10 0.1% 92.17
Low 86.72 87.00 0.28 0.3% 86.08
Close 87.28 88.10 0.82 0.9% 87.34
Range 1.49 1.31 -0.18 -12.1% 6.09
ATR 1.98 1.93 -0.05 -2.4% 0.00
Volume 19,494 36,433 16,939 86.9% 141,091
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.73 91.23 88.82
R3 90.42 89.92 88.46
R2 89.11 89.11 88.34
R1 88.61 88.61 88.22 88.86
PP 87.80 87.80 87.80 87.93
S1 87.30 87.30 87.98 87.55
S2 86.49 86.49 87.86
S3 85.18 85.99 87.74
S4 83.87 84.68 87.38
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 106.80 103.16 90.69
R3 100.71 97.07 89.01
R2 94.62 94.62 88.46
R1 90.98 90.98 87.90 89.76
PP 88.53 88.53 88.53 87.92
S1 84.89 84.89 86.78 83.67
S2 82.44 82.44 86.22
S3 76.35 78.80 85.67
S4 70.26 72.71 83.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.31 85.76 2.55 2.9% 1.34 1.5% 92% True False 29,369
10 94.42 85.76 8.66 9.8% 1.99 2.3% 27% False False 27,514
20 94.87 85.76 9.11 10.3% 1.94 2.2% 26% False False 24,188
40 101.53 85.76 15.77 17.9% 2.10 2.4% 15% False False 20,855
60 101.53 85.76 15.77 17.9% 1.91 2.2% 15% False False 17,190
80 101.53 85.76 15.77 17.9% 1.87 2.1% 15% False False 14,655
100 101.53 80.09 21.44 24.3% 1.93 2.2% 37% False False 12,796
Crabel Price Patterns
NR True
NR4 False
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.88
2.618 91.74
1.618 90.43
1.000 89.62
0.618 89.12
HIGH 88.31
0.618 87.81
0.500 87.66
0.382 87.50
LOW 87.00
0.618 86.19
1.000 85.69
1.618 84.88
2.618 83.57
4.250 81.43
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 87.95 87.82
PP 87.80 87.54
S1 87.66 87.27

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

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