NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 93.93 91.41 -2.52 -2.7% 92.98
High 94.85 92.60 -2.25 -2.4% 94.85
Low 91.81 90.14 -1.67 -1.8% 91.81
Close 91.89 90.19 -1.70 -1.9% 91.89
Range 3.04 2.46 -0.58 -19.1% 3.04
ATR 2.04 2.07 0.03 1.5% 0.00
Volume 20,422 15,791 -4,631 -22.7% 83,940
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.36 96.73 91.54
R3 95.90 94.27 90.87
R2 93.44 93.44 90.64
R1 91.81 91.81 90.42 91.40
PP 90.98 90.98 90.98 90.77
S1 89.35 89.35 89.96 88.94
S2 88.52 88.52 89.74
S3 86.06 86.89 89.51
S4 83.60 84.43 88.84
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 101.97 99.97 93.56
R3 98.93 96.93 92.73
R2 95.89 95.89 92.45
R1 93.89 93.89 92.17 93.37
PP 92.85 92.85 92.85 92.59
S1 90.85 90.85 91.61 90.33
S2 89.81 89.81 91.33
S3 86.77 87.81 91.05
S4 83.73 84.77 90.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.85 90.14 4.71 5.2% 1.80 2.0% 1% False True 17,002
10 95.21 90.14 5.07 5.6% 1.99 2.2% 1% False True 19,305
20 95.21 89.46 5.75 6.4% 2.08 2.3% 13% False False 17,975
40 101.78 89.46 12.32 13.7% 2.02 2.2% 6% False False 17,277
60 101.78 89.39 12.39 13.7% 1.85 2.0% 6% False False 15,572
80 101.78 81.83 19.95 22.1% 1.88 2.1% 42% False False 13,273
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.06
2.618 99.04
1.618 96.58
1.000 95.06
0.618 94.12
HIGH 92.60
0.618 91.66
0.500 91.37
0.382 91.08
LOW 90.14
0.618 88.62
1.000 87.68
1.618 86.16
2.618 83.70
4.250 79.69
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 91.37 92.50
PP 90.98 91.73
S1 90.58 90.96

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

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