NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 88.26 88.51 0.25 0.3% 92.47
High 89.14 88.98 -0.16 -0.2% 93.42
Low 87.80 87.60 -0.20 -0.2% 87.60
Close 88.63 88.96 0.33 0.4% 88.96
Range 1.34 1.38 0.04 3.0% 5.82
ATR 2.05 2.01 -0.05 -2.3% 0.00
Volume 29,056 19,879 -9,177 -31.6% 114,639
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 92.65 92.19 89.72
R3 91.27 90.81 89.34
R2 89.89 89.89 89.21
R1 89.43 89.43 89.09 89.66
PP 88.51 88.51 88.51 88.63
S1 88.05 88.05 88.83 88.28
S2 87.13 87.13 88.71
S3 85.75 86.67 88.58
S4 84.37 85.29 88.20
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.45 104.03 92.16
R3 101.63 98.21 90.56
R2 95.81 95.81 90.03
R1 92.39 92.39 89.49 91.19
PP 89.99 89.99 89.99 89.40
S1 86.57 86.57 88.43 85.37
S2 84.17 84.17 87.89
S3 78.35 80.75 87.36
S4 72.53 74.93 85.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.42 87.60 5.82 6.5% 2.07 2.3% 23% False True 22,927
10 95.50 87.60 7.90 8.9% 1.88 2.1% 17% False True 23,418
20 95.69 87.60 8.09 9.1% 2.05 2.3% 17% False True 23,770
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.85
2.618 92.59
1.618 91.21
1.000 90.36
0.618 89.83
HIGH 88.98
0.618 88.45
0.500 88.29
0.382 88.13
LOW 87.60
0.618 86.75
1.000 86.22
1.618 85.37
2.618 83.99
4.250 81.74
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 88.74 88.90
PP 88.51 88.83
S1 88.29 88.77

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

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