NYMEX Light Sweet Crude Oil Future May 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 91.33 89.10 -2.23 -2.4% 94.22
High 91.38 89.64 -1.74 -1.9% 95.26
Low 88.26 87.58 -0.68 -0.8% 92.35
Close 88.94 88.03 -0.91 -1.0% 92.48
Range 3.12 2.06 -1.06 -34.0% 2.91
ATR 1.84 1.85 0.02 0.9% 0.00
Volume 4,968 5,388 420 8.5% 33,039
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 94.60 93.37 89.16
R3 92.54 91.31 88.60
R2 90.48 90.48 88.41
R1 89.25 89.25 88.22 88.84
PP 88.42 88.42 88.42 88.21
S1 87.19 87.19 87.84 86.78
S2 86.36 86.36 87.65
S3 84.30 85.13 87.46
S4 82.24 83.07 86.90
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.09 100.20 94.08
R3 99.18 97.29 93.28
R2 96.27 96.27 93.01
R1 94.38 94.38 92.75 93.87
PP 93.36 93.36 93.36 93.11
S1 91.47 91.47 92.21 90.96
S2 90.45 90.45 91.95
S3 87.54 88.56 91.68
S4 84.63 85.65 90.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.26 87.58 7.68 8.7% 2.35 2.7% 6% False True 7,329
10 95.26 87.58 7.68 8.7% 1.69 1.9% 6% False True 6,889
20 95.57 87.58 7.99 9.1% 1.77 2.0% 6% False True 5,986
40 101.54 87.58 13.96 15.9% 1.56 1.8% 3% False True 6,390
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.40
2.618 95.03
1.618 92.97
1.000 91.70
0.618 90.91
HIGH 89.64
0.618 88.85
0.500 88.61
0.382 88.37
LOW 87.58
0.618 86.31
1.000 85.52
1.618 84.25
2.618 82.19
4.250 78.83
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 88.61 90.40
PP 88.42 89.61
S1 88.22 88.82

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

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