NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 93.05 93.26 0.21 0.2% 90.77
High 93.55 93.77 0.22 0.2% 94.87
Low 91.33 92.94 1.61 1.8% 89.61
Close 93.31 93.48 0.17 0.2% 93.24
Range 2.22 0.83 -1.39 -62.6% 5.26
ATR 2.21 2.12 -0.10 -4.5% 0.00
Volume 16,269 22,069 5,800 35.7% 124,159
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 95.89 95.51 93.94
R3 95.06 94.68 93.71
R2 94.23 94.23 93.63
R1 93.85 93.85 93.56 94.04
PP 93.40 93.40 93.40 93.49
S1 93.02 93.02 93.40 93.21
S2 92.57 92.57 93.33
S3 91.74 92.19 93.25
S4 90.91 91.36 93.02
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 108.35 106.06 96.13
R3 103.09 100.80 94.69
R2 97.83 97.83 94.20
R1 95.54 95.54 93.72 96.69
PP 92.57 92.57 92.57 93.15
S1 90.28 90.28 92.76 91.43
S2 87.31 87.31 92.28
S3 82.05 85.02 91.79
S4 76.79 79.76 90.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.87 91.33 3.54 3.8% 1.73 1.8% 61% False False 24,721
10 94.87 89.01 5.86 6.3% 2.38 2.5% 76% False False 22,580
20 97.23 89.01 8.22 8.8% 2.23 2.4% 54% False False 18,615
40 101.53 89.01 12.52 13.4% 2.03 2.2% 36% False False 16,404
60 101.53 88.66 12.87 13.8% 1.89 2.0% 37% False False 13,679
80 101.53 80.09 21.44 22.9% 1.94 2.1% 62% False False 11,678
100 101.53 80.09 21.44 22.9% 1.86 2.0% 62% False False 10,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 97.30
2.618 95.94
1.618 95.11
1.000 94.60
0.618 94.28
HIGH 93.77
0.618 93.45
0.500 93.36
0.382 93.26
LOW 92.94
0.618 92.43
1.000 92.11
1.618 91.60
2.618 90.77
4.250 89.41
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 93.44 93.21
PP 93.40 92.94
S1 93.36 92.67

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

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