NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 94.20 94.31 0.11 0.1% 91.20
High 94.79 94.53 -0.26 -0.3% 95.40
Low 93.99 92.90 -1.09 -1.2% 90.50
Close 94.30 94.21 -0.09 -0.1% 93.97
Range 0.80 1.63 0.83 103.8% 4.90
ATR 1.76 1.76 -0.01 -0.5% 0.00
Volume 7,173 11,391 4,218 58.8% 47,411
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.77 98.12 95.11
R3 97.14 96.49 94.66
R2 95.51 95.51 94.51
R1 94.86 94.86 94.36 94.37
PP 93.88 93.88 93.88 93.64
S1 93.23 93.23 94.06 92.74
S2 92.25 92.25 93.91
S3 90.62 91.60 93.76
S4 88.99 89.97 93.31
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 94.79 92.40 2.39 2.5% 1.22 1.3% 76% False False 8,087
10 95.40 90.50 4.90 5.2% 1.60 1.7% 76% False False 8,533
20 95.40 89.75 5.65 6.0% 1.69 1.8% 79% False False 7,480
40 101.50 89.75 11.75 12.5% 1.68 1.8% 38% False False 7,855
60 101.50 89.51 11.99 12.7% 1.49 1.6% 39% False False 6,727
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.46
2.618 98.80
1.618 97.17
1.000 96.16
0.618 95.54
HIGH 94.53
0.618 93.91
0.500 93.72
0.382 93.52
LOW 92.90
0.618 91.89
1.000 91.27
1.618 90.26
2.618 88.63
4.250 85.97
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 94.05 94.09
PP 93.88 93.97
S1 93.72 93.85

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

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