NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 94.85 94.79 -0.06 -0.1% 91.95
High 95.22 95.04 -0.18 -0.2% 95.69
Low 94.20 93.41 -0.79 -0.8% 90.76
Close 94.74 94.59 -0.15 -0.2% 94.37
Range 1.02 1.63 0.61 59.8% 4.93
ATR 1.95 1.93 -0.02 -1.2% 0.00
Volume 18,835 21,861 3,026 16.1% 137,979
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 99.24 98.54 95.49
R3 97.61 96.91 95.04
R2 95.98 95.98 94.89
R1 95.28 95.28 94.74 94.82
PP 94.35 94.35 94.35 94.11
S1 93.65 93.65 94.44 93.19
S2 92.72 92.72 94.29
S3 91.09 92.02 94.14
S4 89.46 90.39 93.69
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 108.40 106.31 97.08
R3 103.47 101.38 95.73
R2 98.54 98.54 95.27
R1 96.45 96.45 94.82 97.50
PP 93.61 93.61 93.61 94.13
S1 91.52 91.52 93.92 92.57
S2 88.68 88.68 93.47
S3 83.75 86.59 93.01
S4 78.82 81.66 91.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.22 92.65 2.57 2.7% 1.35 1.4% 75% False False 22,643
10 95.69 90.76 4.93 5.2% 1.74 1.8% 78% False False 25,642
20 95.69 90.00 5.69 6.0% 1.84 1.9% 81% False False 23,430
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.97
2.618 99.31
1.618 97.68
1.000 96.67
0.618 96.05
HIGH 95.04
0.618 94.42
0.500 94.23
0.382 94.03
LOW 93.41
0.618 92.40
1.000 91.78
1.618 90.77
2.618 89.14
4.250 86.48
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 94.47 94.50
PP 94.35 94.41
S1 94.23 94.32

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

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