NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 15-Oct-2012

Day Change Summary
	Previous	Current
	12-Oct-2012	15-Oct-2012	Change	Change %	Previous Week
Open	94.37	92.98	-1.39	-1.5%	91.21
High	94.37	93.97	-0.40	-0.4%	95.21
Low	93.00	91.81	-1.19	-1.3%	90.00
Close	93.66	93.74	0.08	0.1%	93.66
Range	1.37	2.16	0.79	57.7%	5.21
ATR	2.16	2.16	0.00	0.0%	0.00
Volume	23,942	14,718	-9,224	-38.5%	118,904

Daily Pivots for day following 15-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.65	98.86	94.93
R3	97.49	96.70	94.33
R2	95.33	95.33	94.14
R1	94.54	94.54	93.94	94.94
PP	93.17	93.17	93.17	93.37
S1	92.38	92.38	93.54	92.78
S2	91.01	91.01	93.34
S3	88.85	90.22	93.15
S4	86.69	88.06	92.55

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.59	106.33	96.53
R3	103.38	101.12	95.09
R2	98.17	98.17	94.62
R1	95.91	95.91	94.14	97.04
PP	92.96	92.96	92.96	93.52
S1	90.70	90.70	93.18	91.83
S2	87.75	87.75	92.70
S3	82.54	85.49	92.23
S4	77.33	80.28	90.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.21	91.24	3.97	4.2%	2.18	2.3%	63%	False	False	21,608
10	95.21	89.46	5.75	6.1%	2.30	2.4%	74%	False	False	20,922
20	98.34	89.46	8.88	9.5%	2.19	2.3%	48%	False	False	17,961
40	101.78	89.46	12.32	13.1%	1.96	2.1%	35%	False	False	16,948
60	101.78	88.85	12.93	13.8%	1.83	2.0%	38%	False	False	14,643
80	101.78	80.62	21.16	22.6%	1.85	2.0%	62%	False	False	12,585

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	103.15
2.618	99.62
1.618	97.46
1.000	96.13
0.618	95.30
HIGH	93.97
0.618	93.14
0.500	92.89
0.382	92.64
LOW	91.81
0.618	90.48
1.000	89.65
1.618	88.32
2.618	86.16
4.250	82.63

Fisher Pivots for day following 15-Oct-2012
Pivot	1 day	3 day
R1	93.46	93.56
PP	93.17	93.37
S1	92.89	93.19

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols