NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 94.45 93.28 -1.17 -1.2% 91.20
High 94.66 94.29 -0.37 -0.4% 95.40
Low 93.47 92.40 -1.07 -1.1% 90.50
Close 93.97 94.07 0.10 0.1% 93.97
Range 1.19 1.89 0.70 58.8% 4.90
ATR 1.94 1.94 0.00 -0.2% 0.00
Volume 8,540 6,012 -2,528 -29.6% 47,411
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 99.26 98.55 95.11
R3 97.37 96.66 94.59
R2 95.48 95.48 94.42
R1 94.77 94.77 94.24 95.13
PP 93.59 93.59 93.59 93.76
S1 92.88 92.88 93.90 93.24
S2 91.70 91.70 93.72
S3 89.81 90.99 93.55
S4 87.92 89.10 93.03
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.99 105.88 96.67
R3 103.09 100.98 95.32
R2 98.19 98.19 94.87
R1 96.08 96.08 94.42 97.14
PP 93.29 93.29 93.29 93.82
S1 91.18 91.18 93.52 92.24
S2 88.39 88.39 93.07
S3 83.49 86.28 92.62
S4 78.59 81.38 91.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.40 91.42 3.98 4.2% 1.96 2.1% 67% False False 8,633
10 95.40 89.75 5.65 6.0% 2.11 2.2% 76% False False 7,515
20 98.50 89.75 8.75 9.3% 1.95 2.1% 49% False False 7,220
40 101.50 89.75 11.75 12.5% 1.67 1.8% 37% False False 7,551
60 101.50 89.34 12.16 12.9% 1.48 1.6% 39% False False 6,481
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.32
2.618 99.24
1.618 97.35
1.000 96.18
0.618 95.46
HIGH 94.29
0.618 93.57
0.500 93.35
0.382 93.12
LOW 92.40
0.618 91.23
1.000 90.51
1.618 89.34
2.618 87.45
4.250 84.37
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 93.83 93.91
PP 93.59 93.76
S1 93.35 93.60

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

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