NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 87.30 89.88 2.58 3.0% 87.90
High 90.74 90.31 -0.43 -0.5% 88.82
Low 87.15 85.80 -1.35 -1.5% 86.37
Close 90.32 86.13 -4.19 -4.6% 86.61
Range 3.59 4.51 0.92 25.6% 2.45
ATR 1.98 2.16 0.18 9.2% 0.00
Volume 32,904 39,251 6,347 19.3% 111,860
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 100.94 98.05 88.61
R3 96.43 93.54 87.37
R2 91.92 91.92 86.96
R1 89.03 89.03 86.54 88.22
PP 87.41 87.41 87.41 87.01
S1 84.52 84.52 85.72 83.71
S2 82.90 82.90 85.30
S3 78.39 80.01 84.89
S4 73.88 75.50 83.65
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.62 93.06 87.96
R3 92.17 90.61 87.28
R2 89.72 89.72 87.06
R1 88.16 88.16 86.83 87.72
PP 87.27 87.27 87.27 87.04
S1 85.71 85.71 86.39 85.27
S2 84.82 84.82 86.16
S3 82.37 83.26 85.94
S4 79.92 80.81 85.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.74 85.80 4.94 5.7% 2.57 3.0% 7% False True 34,396
10 90.74 85.80 4.94 5.7% 1.94 2.3% 7% False True 28,462
20 94.85 85.80 9.05 10.5% 1.96 2.3% 4% False True 24,204
40 101.78 85.80 15.98 18.6% 2.15 2.5% 2% False True 21,312
60 101.78 85.80 15.98 18.6% 1.94 2.3% 2% False True 18,893
80 101.78 85.80 15.98 18.6% 1.85 2.1% 2% False True 16,491
100 101.78 80.62 21.16 24.6% 1.88 2.2% 26% False False 14,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 109.48
2.618 102.12
1.618 97.61
1.000 94.82
0.618 93.10
HIGH 90.31
0.618 88.59
0.500 88.06
0.382 87.52
LOW 85.80
0.618 83.01
1.000 81.29
1.618 78.50
2.618 73.99
4.250 66.63
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 88.06 88.27
PP 87.41 87.56
S1 86.77 86.84

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

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