NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 93.42 90.96 -2.46 -2.6% 93.05
High 94.42 92.17 -2.25 -2.4% 94.42
Low 91.05 89.65 -1.40 -1.5% 91.05
Close 91.45 89.70 -1.75 -1.9% 91.45
Range 3.37 2.52 -0.85 -25.2% 3.37
ATR 2.13 2.16 0.03 1.3% 0.00
Volume 15,531 17,046 1,515 9.8% 83,603
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.07 96.40 91.09
R3 95.55 93.88 90.39
R2 93.03 93.03 90.16
R1 91.36 91.36 89.93 90.94
PP 90.51 90.51 90.51 90.29
S1 88.84 88.84 89.47 88.42
S2 87.99 87.99 89.24
S3 85.47 86.32 89.01
S4 82.95 83.80 88.31
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.42 100.30 93.30
R3 99.05 96.93 92.38
R2 95.68 95.68 92.07
R1 93.56 93.56 91.76 92.94
PP 92.31 92.31 92.31 91.99
S1 90.19 90.19 91.14 89.57
S2 88.94 88.94 90.83
S3 85.57 86.82 90.52
S4 82.20 83.45 89.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.42 89.65 4.77 5.3% 1.94 2.2% 1% False True 16,876
10 94.87 89.65 5.22 5.8% 2.10 2.3% 1% False True 20,103
20 94.87 89.01 5.86 6.5% 2.19 2.4% 12% False False 18,631
40 101.53 89.01 12.52 14.0% 2.11 2.3% 6% False False 16,787
60 101.53 89.01 12.52 14.0% 1.93 2.1% 6% False False 14,319
80 101.53 81.97 19.56 21.8% 1.97 2.2% 40% False False 12,217
100 101.53 80.09 21.44 23.9% 1.93 2.1% 45% False False 10,775
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.88
2.618 98.77
1.618 96.25
1.000 94.69
0.618 93.73
HIGH 92.17
0.618 91.21
0.500 90.91
0.382 90.61
LOW 89.65
0.618 88.09
1.000 87.13
1.618 85.57
2.618 83.05
4.250 78.94
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 90.91 92.04
PP 90.51 91.26
S1 90.10 90.48

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

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