NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 88.12 87.36 -0.76 -0.9% 92.98
High 88.97 88.27 -0.70 -0.8% 94.85
Low 86.59 86.89 0.30 0.3% 91.81
Close 87.34 87.66 0.32 0.4% 91.89
Range 2.38 1.38 -1.00 -42.0% 3.04
ATR 2.18 2.12 -0.06 -2.6% 0.00
Volume 25,011 31,592 6,581 26.3% 83,940
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 91.75 91.08 88.42
R3 90.37 89.70 88.04
R2 88.99 88.99 87.91
R1 88.32 88.32 87.79 88.66
PP 87.61 87.61 87.61 87.77
S1 86.94 86.94 87.53 87.28
S2 86.23 86.23 87.41
S3 84.85 85.56 87.28
S4 83.47 84.18 86.90
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 101.97 99.97 93.56
R3 98.93 96.93 92.73
R2 95.89 95.89 92.45
R1 93.89 93.89 92.17 93.37
PP 92.85 92.85 92.85 92.59
S1 90.85 90.85 91.61 90.33
S2 89.81 89.81 91.33
S3 86.77 87.81 91.05
S4 83.73 84.77 90.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.85 86.59 8.26 9.4% 2.52 2.9% 13% False False 23,194
10 94.85 86.59 8.26 9.4% 1.97 2.2% 13% False False 20,343
20 95.21 86.59 8.62 9.8% 2.10 2.4% 12% False False 19,960
40 101.78 86.59 15.19 17.3% 2.07 2.4% 7% False False 18,454
60 101.78 86.59 15.19 17.3% 1.89 2.2% 7% False False 16,438
80 101.78 86.59 15.19 17.3% 1.81 2.1% 7% False False 13,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 94.14
2.618 91.88
1.618 90.50
1.000 89.65
0.618 89.12
HIGH 88.27
0.618 87.74
0.500 87.58
0.382 87.42
LOW 86.89
0.618 86.04
1.000 85.51
1.618 84.66
2.618 83.28
4.250 81.03
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 87.63 88.67
PP 87.61 88.33
S1 87.58 88.00

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

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