NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 87.00 87.24 0.24 0.3% 90.96
High 87.38 87.32 -0.06 -0.1% 92.17
Low 86.08 85.76 -0.32 -0.4% 86.08
Close 87.34 86.59 -0.75 -0.9% 87.34
Range 1.30 1.56 0.26 20.0% 6.09
ATR 2.13 2.10 -0.04 -1.9% 0.00
Volume 28,327 32,807 4,480 15.8% 141,091
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 91.24 90.47 87.45
R3 89.68 88.91 87.02
R2 88.12 88.12 86.88
R1 87.35 87.35 86.73 86.96
PP 86.56 86.56 86.56 86.36
S1 85.79 85.79 86.45 85.40
S2 85.00 85.00 86.30
S3 83.44 84.23 86.16
S4 81.88 82.67 85.73
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 106.80 103.16 90.69
R3 100.71 97.07 89.01
R2 94.62 94.62 88.46
R1 90.98 90.98 87.90 89.76
PP 88.53 88.53 88.53 87.92
S1 84.89 84.89 86.78 83.67
S2 82.44 82.44 86.22
S3 76.35 78.80 85.67
S4 70.26 72.71 83.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.31 85.76 4.55 5.3% 2.03 2.3% 18% False True 31,370
10 94.42 85.76 8.66 10.0% 1.98 2.3% 10% False True 24,123
20 94.87 85.76 9.11 10.5% 2.20 2.5% 9% False True 23,077
40 101.53 85.76 15.77 18.2% 2.15 2.5% 5% False True 19,585
60 101.53 85.76 15.77 18.2% 1.93 2.2% 5% False True 16,232
80 101.53 85.76 15.77 18.2% 1.90 2.2% 5% False True 13,766
100 101.53 80.09 21.44 24.8% 1.95 2.2% 30% False False 12,103
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.95
2.618 91.40
1.618 89.84
1.000 88.88
0.618 88.28
HIGH 87.32
0.618 86.72
0.500 86.54
0.382 86.36
LOW 85.76
0.618 84.80
1.000 84.20
1.618 83.24
2.618 81.68
4.250 79.13
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 86.57 86.79
PP 86.56 86.72
S1 86.54 86.66

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

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