NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 87.24 86.29 -0.95 -1.1% 90.96
High 87.32 87.25 -0.07 -0.1% 92.17
Low 85.76 86.22 0.46 0.5% 86.08
Close 86.59 86.73 0.14 0.2% 87.34
Range 1.56 1.03 -0.53 -34.0% 6.09
ATR 2.10 2.02 -0.08 -3.6% 0.00
Volume 32,807 29,786 -3,021 -9.2% 141,091
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 89.82 89.31 87.30
R3 88.79 88.28 87.01
R2 87.76 87.76 86.92
R1 87.25 87.25 86.82 87.51
PP 86.73 86.73 86.73 86.86
S1 86.22 86.22 86.64 86.48
S2 85.70 85.70 86.54
S3 84.67 85.19 86.45
S4 83.64 84.16 86.16
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 88.53 85.76 2.77 3.2% 1.55 1.8% 35% False False 31,108
10 94.42 85.76 8.66 10.0% 2.00 2.3% 11% False False 24,894
20 94.87 85.76 9.11 10.5% 2.19 2.5% 11% False False 23,737
40 101.53 85.76 15.77 18.2% 2.13 2.5% 6% False False 20,031
60 101.53 85.76 15.77 18.2% 1.92 2.2% 6% False False 16,521
80 101.53 85.76 15.77 18.2% 1.88 2.2% 6% False False 14,077
100 101.53 80.09 21.44 24.7% 1.94 2.2% 31% False False 12,348
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 91.63
2.618 89.95
1.618 88.92
1.000 88.28
0.618 87.89
HIGH 87.25
0.618 86.86
0.500 86.74
0.382 86.61
LOW 86.22
0.618 85.58
1.000 85.19
1.618 84.55
2.618 83.52
4.250 81.84
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 86.74 86.68
PP 86.73 86.62
S1 86.73 86.57

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

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