NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	92.98	93.65	0.67	0.7%	91.21
High	93.97	94.16	0.19	0.2%	95.21
Low	91.81	93.40	1.59	1.7%	90.00
Close	93.74	93.89	0.15	0.2%	93.66
Range	2.16	0.76	-1.40	-64.8%	5.21
ATR	2.16	2.06	-0.10	-4.6%	0.00
Volume	14,718	19,739	5,021	34.1%	118,904

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.10	95.75	94.31
R3	95.34	94.99	94.10
R2	94.58	94.58	94.03
R1	94.23	94.23	93.96	94.41
PP	93.82	93.82	93.82	93.90
S1	93.47	93.47	93.82	93.65
S2	93.06	93.06	93.75
S3	92.30	92.71	93.68
S4	91.54	91.95	93.47

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	91.81	3.40	3.6%	1.66	1.8%	61%	False	False	22,652
10	95.21	89.46	5.75	6.1%	2.27	2.4%	77%	False	False	21,596
20	97.58	89.46	8.12	8.6%	2.14	2.3%	55%	False	False	18,313
40	101.78	89.46	12.32	13.1%	1.95	2.1%	36%	False	False	17,131
60	101.78	88.85	12.93	13.8%	1.81	1.9%	39%	False	False	14,842
80	101.78	80.62	21.16	22.5%	1.85	2.0%	63%	False	False	12,729

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.33
Narrowest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	97.39
2.618	96.15
1.618	95.39
1.000	94.92
0.618	94.63
HIGH	94.16
0.618	93.87
0.500	93.78
0.382	93.69
LOW	93.40
0.618	92.93
1.000	92.64
1.618	92.17
2.618	91.41
4.250	90.17

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	93.85	93.62
PP	93.82	93.36
S1	93.78	93.09

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