NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 94.19 94.20 0.01 0.0% 91.20
High 94.22 94.79 0.57 0.6% 95.40
Low 93.64 93.99 0.35 0.4% 90.50
Close 94.20 94.30 0.10 0.1% 93.97
Range 0.58 0.80 0.22 37.9% 4.90
ATR 1.84 1.76 -0.07 -4.0% 0.00
Volume 7,319 7,173 -146 -2.0% 47,411
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 96.76 96.33 94.74
R3 95.96 95.53 94.52
R2 95.16 95.16 94.45
R1 94.73 94.73 94.37 94.95
PP 94.36 94.36 94.36 94.47
S1 93.93 93.93 94.23 94.15
S2 93.56 93.56 94.15
S3 92.76 93.13 94.08
S4 91.96 92.33 93.86
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 94.80 92.40 2.40 2.5% 1.19 1.3% 79% False False 8,279
10 95.40 90.18 5.22 5.5% 1.77 1.9% 79% False False 8,267
20 95.40 89.75 5.65 6.0% 1.71 1.8% 81% False False 7,414
40 101.50 89.75 11.75 12.5% 1.66 1.8% 39% False False 7,729
60 101.50 89.34 12.16 12.9% 1.49 1.6% 41% False False 6,582
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.19
2.618 96.88
1.618 96.08
1.000 95.59
0.618 95.28
HIGH 94.79
0.618 94.48
0.500 94.39
0.382 94.30
LOW 93.99
0.618 93.50
1.000 93.19
1.618 92.70
2.618 91.90
4.250 90.59
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 94.39 94.07
PP 94.36 93.83
S1 94.33 93.60

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

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