NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 87.47 87.90 0.43 0.5% 91.41
High 87.92 87.90 -0.02 0.0% 92.60
Low 86.56 86.37 -0.19 -0.2% 86.56
Close 87.87 87.13 -0.74 -0.8% 87.87
Range 1.36 1.53 0.17 12.5% 6.04
ATR 2.07 2.03 -0.04 -1.9% 0.00
Volume 20,367 24,203 3,836 18.8% 115,917
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 91.72 90.96 87.97
R3 90.19 89.43 87.55
R2 88.66 88.66 87.41
R1 87.90 87.90 87.27 87.52
PP 87.13 87.13 87.13 86.94
S1 86.37 86.37 86.99 85.99
S2 85.60 85.60 86.85
S3 84.07 84.84 86.71
S4 82.54 83.31 86.29
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.13 103.54 91.19
R3 101.09 97.50 89.53
R2 95.05 95.05 88.98
R1 91.46 91.46 88.42 90.24
PP 89.01 89.01 89.01 88.40
S1 85.42 85.42 87.32 84.20
S2 82.97 82.97 86.76
S3 76.93 79.38 86.21
S4 70.89 73.34 84.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.75 86.37 4.38 5.0% 2.00 2.3% 17% False True 24,865
10 94.85 86.37 8.48 9.7% 1.90 2.2% 9% False True 20,934
20 95.21 86.37 8.84 10.1% 2.10 2.4% 9% False True 20,928
40 101.78 86.37 15.41 17.7% 2.07 2.4% 5% False True 18,808
60 101.78 86.37 15.41 17.7% 1.85 2.1% 5% False True 16,841
80 101.78 86.37 15.41 17.7% 1.80 2.1% 5% False True 14,304
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.40
2.618 91.91
1.618 90.38
1.000 89.43
0.618 88.85
HIGH 87.90
0.618 87.32
0.500 87.14
0.382 86.95
LOW 86.37
0.618 85.42
1.000 84.84
1.618 83.89
2.618 82.36
4.250 79.87
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 87.14 87.32
PP 87.13 87.26
S1 87.13 87.19

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

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