NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 88.06 88.14 0.08 0.1% 92.59
High 89.16 89.28 0.12 0.1% 92.76
Low 88.04 88.14 0.10 0.1% 87.07
Close 88.31 89.14 0.83 0.9% 88.31
Range 1.12 1.14 0.02 1.8% 5.69
ATR 1.76 1.72 -0.04 -2.5% 0.00
Volume 5,960 11,283 5,323 89.3% 40,397
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.27 91.85 89.77
R3 91.13 90.71 89.45
R2 89.99 89.99 89.35
R1 89.57 89.57 89.24 89.78
PP 88.85 88.85 88.85 88.96
S1 88.43 88.43 89.04 88.64
S2 87.71 87.71 88.93
S3 86.57 87.29 88.83
S4 85.43 86.15 88.51
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 106.45 103.07 91.44
R3 100.76 97.38 89.87
R2 95.07 95.07 89.35
R1 91.69 91.69 88.83 90.54
PP 89.38 89.38 89.38 88.80
S1 86.00 86.00 87.79 84.85
S2 83.69 83.69 87.27
S3 78.00 80.31 86.75
S4 72.31 74.62 85.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.28 86.96 2.32 2.6% 1.13 1.3% 94% True False 9,844
10 95.11 86.96 8.15 9.1% 1.79 2.0% 27% False False 9,171
20 95.40 86.96 8.44 9.5% 1.69 1.9% 26% False False 8,852
40 101.50 86.96 14.54 16.3% 1.77 2.0% 15% False False 8,616
60 101.50 86.96 14.54 16.3% 1.54 1.7% 15% False False 7,555
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.13
2.618 92.26
1.618 91.12
1.000 90.42
0.618 89.98
HIGH 89.28
0.618 88.84
0.500 88.71
0.382 88.58
LOW 88.14
0.618 87.44
1.000 87.00
1.618 86.30
2.618 85.16
4.250 83.30
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 89.00 88.87
PP 88.85 88.59
S1 88.71 88.32

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

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