NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 94.00 94.77 0.77 0.8% 91.25
High 94.96 94.77 -0.19 -0.2% 95.57
Low 94.00 94.06 0.06 0.1% 90.78
Close 94.48 94.21 -0.27 -0.3% 94.21
Range 0.96 0.71 -0.25 -26.0% 4.79
ATR 1.81 1.73 -0.08 -4.3% 0.00
Volume 9,875 7,315 -2,560 -25.9% 41,919
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 96.48 96.05 94.60
R3 95.77 95.34 94.41
R2 95.06 95.06 94.34
R1 94.63 94.63 94.28 94.49
PP 94.35 94.35 94.35 94.28
S1 93.92 93.92 94.14 93.78
S2 93.64 93.64 94.08
S3 92.93 93.21 94.01
S4 92.22 92.50 93.82
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.89 105.84 96.84
R3 103.10 101.05 95.53
R2 98.31 98.31 95.09
R1 96.26 96.26 94.65 97.29
PP 93.52 93.52 93.52 94.03
S1 91.47 91.47 93.77 92.50
S2 88.73 88.73 93.33
S3 83.94 86.68 92.89
S4 79.15 81.89 91.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.57 90.78 4.79 5.1% 1.51 1.6% 72% False False 8,383
10 95.57 90.23 5.34 5.7% 1.76 1.9% 75% False False 6,044
20 100.76 90.23 10.53 11.2% 1.73 1.8% 38% False False 6,552
40 101.54 90.23 11.31 12.0% 1.39 1.5% 35% False False 5,913
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 97.79
2.618 96.63
1.618 95.92
1.000 95.48
0.618 95.21
HIGH 94.77
0.618 94.50
0.500 94.42
0.382 94.33
LOW 94.06
0.618 93.62
1.000 93.35
1.618 92.91
2.618 92.20
4.250 91.04
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 94.42 94.51
PP 94.35 94.41
S1 94.28 94.31

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

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