NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 88.14 89.01 0.87 1.0% 87.97
High 89.28 89.07 -0.21 -0.2% 89.28
Low 88.14 87.06 -1.08 -1.2% 86.96
Close 89.14 87.17 -1.97 -2.2% 87.17
Range 1.14 2.01 0.87 76.3% 2.32
ATR 1.72 1.74 0.03 1.5% 0.00
Volume 11,283 10,110 -1,173 -10.4% 51,506
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.80 92.49 88.28
R3 91.79 90.48 87.72
R2 89.78 89.78 87.54
R1 88.47 88.47 87.35 88.12
PP 87.77 87.77 87.77 87.59
S1 86.46 86.46 86.99 86.11
S2 85.76 85.76 86.80
S3 83.75 84.45 86.62
S4 81.74 82.44 86.06
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.76 93.29 88.45
R3 92.44 90.97 87.81
R2 90.12 90.12 87.60
R1 88.65 88.65 87.38 88.23
PP 87.80 87.80 87.80 87.59
S1 86.33 86.33 86.96 85.91
S2 85.48 85.48 86.74
S3 83.16 84.01 86.53
S4 80.84 81.69 85.89
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 2.7% 1.28 1.5% 9% False False 10,301
10 92.76 86.96 5.80 6.7% 1.68 1.9% 4% False False 9,190
20 95.40 86.96 8.44 9.7% 1.69 1.9% 2% False False 9,056
40 101.50 86.96 14.54 16.7% 1.76 2.0% 1% False False 8,532
60 101.50 86.96 14.54 16.7% 1.56 1.8% 1% False False 7,621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.61
2.618 94.33
1.618 92.32
1.000 91.08
0.618 90.31
HIGH 89.07
0.618 88.30
0.500 88.07
0.382 87.83
LOW 87.06
0.618 85.82
1.000 85.05
1.618 83.81
2.618 81.80
4.250 78.52
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 88.07 88.17
PP 87.77 87.84
S1 87.47 87.50

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

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