NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 90.16 87.72 -2.44 -2.7% 93.05
High 90.31 88.53 -1.78 -2.0% 94.42
Low 86.88 86.12 -0.76 -0.9% 91.05
Close 87.77 86.84 -0.93 -1.1% 91.45
Range 3.43 2.41 -1.02 -29.7% 3.37
ATR 2.25 2.26 0.01 0.5% 0.00
Volume 31,095 26,648 -4,447 -14.3% 83,603
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 94.39 93.03 88.17
R3 91.98 90.62 87.50
R2 89.57 89.57 87.28
R1 88.21 88.21 87.06 87.69
PP 87.16 87.16 87.16 86.90
S1 85.80 85.80 86.62 85.28
S2 84.75 84.75 86.40
S3 82.34 83.39 86.18
S4 79.93 80.98 85.51
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 86.12 8.30 9.6% 2.71 3.1% 9% False True 20,513
10 94.42 86.12 8.30 9.6% 2.09 2.4% 9% False True 21,735
20 94.87 86.12 8.75 10.1% 2.25 2.6% 8% False True 20,195
40 101.53 86.12 15.41 17.7% 2.15 2.5% 5% False True 17,826
60 101.53 86.12 15.41 17.7% 1.96 2.3% 5% False True 15,055
80 101.53 86.12 15.41 17.7% 1.94 2.2% 5% False True 12,775
100 101.53 80.09 21.44 24.7% 1.95 2.2% 31% False False 11,258
Crabel Price Patterns
NR True
NR4 True
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 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.77
2.618 94.84
1.618 92.43
1.000 90.94
0.618 90.02
HIGH 88.53
0.618 87.61
0.500 87.33
0.382 87.04
LOW 86.12
0.618 84.63
1.000 83.71
1.618 82.22
2.618 79.81
4.250 75.88
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 87.33 89.15
PP 87.16 88.38
S1 87.00 87.61

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

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