NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 90.99 88.74 -2.25 -2.5% 93.28
High 91.07 89.40 -1.67 -1.8% 95.11
Low 87.80 87.15 -0.65 -0.7% 92.00
Close 88.65 87.73 -0.92 -1.0% 92.22
Range 3.27 2.25 -1.02 -31.2% 3.11
ATR 1.98 2.00 0.02 1.0% 0.00
Volume 7,469 5,753 -1,716 -23.0% 41,816
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 94.84 93.54 88.97
R3 92.59 91.29 88.35
R2 90.34 90.34 88.14
R1 89.04 89.04 87.94 88.57
PP 88.09 88.09 88.09 87.86
S1 86.79 86.79 87.52 86.32
S2 85.84 85.84 87.32
S3 83.59 84.54 87.11
S4 81.34 82.29 86.49
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.44 100.44 93.93
R3 99.33 97.33 93.08
R2 96.22 96.22 92.79
R1 94.22 94.22 92.51 93.67
PP 93.11 93.11 93.11 92.83
S1 91.11 91.11 91.93 90.56
S2 90.00 90.00 91.65
S3 86.89 88.00 91.36
S4 83.78 84.89 90.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.11 87.15 7.96 9.1% 2.50 2.9% 7% False True 8,620
10 95.11 87.15 7.96 9.1% 1.85 2.1% 7% False True 8,449
20 95.40 87.15 8.25 9.4% 1.98 2.3% 7% False True 7,342
40 101.50 87.15 14.35 16.4% 1.81 2.1% 4% False True 8,028
60 101.50 87.15 14.35 16.4% 1.59 1.8% 4% False True 7,107
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.96
2.618 95.29
1.618 93.04
1.000 91.65
0.618 90.79
HIGH 89.40
0.618 88.54
0.500 88.28
0.382 88.01
LOW 87.15
0.618 85.76
1.000 84.90
1.618 83.51
2.618 81.26
4.250 77.59
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 88.28 89.96
PP 88.09 89.21
S1 87.91 88.47

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

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