NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 89.44 87.83 -1.61 -1.8% 88.50
High 89.56 88.64 -0.92 -1.0% 89.68
Low 87.46 87.22 -0.24 -0.3% 87.28
Close 87.65 88.41 0.76 0.9% 87.65
Range 2.10 1.42 -0.68 -32.4% 2.40
ATR 1.66 1.64 -0.02 -1.0% 0.00
Volume 11,614 17,850 6,236 53.7% 40,766
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.35 91.80 89.19
R3 90.93 90.38 88.80
R2 89.51 89.51 88.67
R1 88.96 88.96 88.54 89.24
PP 88.09 88.09 88.09 88.23
S1 87.54 87.54 88.28 87.82
S2 86.67 86.67 88.15
S3 85.25 86.12 88.02
S4 83.83 84.70 87.63
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 95.40 93.93 88.97
R3 93.00 91.53 88.31
R2 90.60 90.60 88.09
R1 89.13 89.13 87.87 88.67
PP 88.20 88.20 88.20 87.97
S1 86.73 86.73 87.43 86.27
S2 85.80 85.80 87.21
S3 83.40 84.33 86.99
S4 81.00 81.93 86.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.68 87.22 2.46 2.8% 1.32 1.5% 48% False True 9,759
10 91.38 87.22 4.16 4.7% 1.57 1.8% 29% False True 8,533
20 95.57 87.22 8.35 9.4% 1.62 1.8% 14% False True 7,969
40 101.54 87.22 14.32 16.2% 1.60 1.8% 8% False True 7,258
60 101.54 87.22 14.32 16.2% 1.41 1.6% 8% False True 6,346
Crabel Price Patterns
NR True
NR4 False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.68
2.618 92.36
1.618 90.94
1.000 90.06
0.618 89.52
HIGH 88.64
0.618 88.10
0.500 87.93
0.382 87.76
LOW 87.22
0.618 86.34
1.000 85.80
1.618 84.92
2.618 83.50
4.250 81.19
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 88.25 88.45
PP 88.09 88.44
S1 87.93 88.42

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

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