NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 87.36 87.47 0.11 0.1% 91.41
High 88.27 87.92 -0.35 -0.4% 92.60
Low 86.89 86.56 -0.33 -0.4% 86.56
Close 87.66 87.87 0.21 0.2% 87.87
Range 1.38 1.36 -0.02 -1.4% 6.04
ATR 2.12 2.07 -0.05 -2.6% 0.00
Volume 31,592 20,367 -11,225 -35.5% 115,917
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 91.53 91.06 88.62
R3 90.17 89.70 88.24
R2 88.81 88.81 88.12
R1 88.34 88.34 87.99 88.58
PP 87.45 87.45 87.45 87.57
S1 86.98 86.98 87.75 87.22
S2 86.09 86.09 87.62
S3 84.73 85.62 87.50
S4 83.37 84.26 87.12
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.13 103.54 91.19
R3 101.09 97.50 89.53
R2 95.05 95.05 88.98
R1 91.46 91.46 88.42 90.24
PP 89.01 89.01 89.01 88.40
S1 85.42 85.42 87.32 84.20
S2 82.97 82.97 86.76
S3 76.93 79.38 86.21
S4 70.89 73.34 84.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.60 86.56 6.04 6.9% 2.19 2.5% 22% False True 23,183
10 94.85 86.56 8.29 9.4% 1.97 2.2% 16% False True 19,985
20 95.21 86.56 8.65 9.8% 2.12 2.4% 15% False True 20,366
40 101.78 86.56 15.22 17.3% 2.07 2.4% 9% False True 18,601
60 101.78 86.56 15.22 17.3% 1.88 2.1% 9% False True 16,634
80 101.78 86.56 15.22 17.3% 1.81 2.1% 9% False True 14,069
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 0.59
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 93.70
2.618 91.48
1.618 90.12
1.000 89.28
0.618 88.76
HIGH 87.92
0.618 87.40
0.500 87.24
0.382 87.08
LOW 86.56
0.618 85.72
1.000 85.20
1.618 84.36
2.618 83.00
4.250 80.78
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 87.66 87.84
PP 87.45 87.80
S1 87.24 87.77

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

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