NYMEX Light Sweet Crude Oil Future March 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 93.86 94.00 0.14 0.1% 91.21
High 94.55 94.29 -0.26 -0.3% 95.21
Low 93.40 92.68 -0.72 -0.8% 90.00
Close 93.97 93.90 -0.07 -0.1% 93.66
Range 1.15 1.61 0.46 40.0% 5.21
ATR 1.99 1.96 -0.03 -1.4% 0.00
Volume 14,325 14,736 411 2.9% 118,904
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.45 97.79 94.79
R3 96.84 96.18 94.34
R2 95.23 95.23 94.20
R1 94.57 94.57 94.05 94.10
PP 93.62 93.62 93.62 93.39
S1 92.96 92.96 93.75 92.49
S2 92.01 92.01 93.60
S3 90.40 91.35 93.46
S4 88.79 89.74 93.01
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 108.59 106.33 96.53
R3 103.38 101.12 95.09
R2 98.17 98.17 94.62
R1 95.91 95.91 94.14 97.04
PP 92.96 92.96 92.96 93.52
S1 90.70 90.70 93.18 91.83
S2 87.75 87.75 92.70
S3 82.54 85.49 92.23
S4 77.33 80.28 90.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.55 91.81 2.74 2.9% 1.41 1.5% 76% False False 17,492
10 95.21 90.00 5.21 5.5% 1.81 1.9% 75% False False 20,031
20 95.21 89.46 5.75 6.1% 1.94 2.1% 77% False False 18,275
40 101.78 89.46 12.32 13.1% 1.97 2.1% 36% False False 17,296
60 101.78 89.39 12.39 13.2% 1.80 1.9% 36% False False 15,153
80 101.78 80.62 21.16 22.5% 1.86 2.0% 63% False False 12,979
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.13
2.618 98.50
1.618 96.89
1.000 95.90
0.618 95.28
HIGH 94.29
0.618 93.67
0.500 93.49
0.382 93.30
LOW 92.68
0.618 91.69
1.000 91.07
1.618 90.08
2.618 88.47
4.250 85.84
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 93.76 93.81
PP 93.62 93.71
S1 93.49 93.62

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

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