NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 29-Oct-2012

Day Change Summary
	Previous	Current
	26-Oct-2012	29-Oct-2012	Change	Change %	Previous Week
Open	87.47	87.90	0.43	0.5%	91.41
High	87.92	87.90	-0.02	0.0%	92.60
Low	86.56	86.37	-0.19	-0.2%	86.56
Close	87.87	87.13	-0.74	-0.8%	87.87
Range	1.36	1.53	0.17	12.5%	6.04
ATR	2.07	2.03	-0.04	-1.9%	0.00
Volume	20,367	24,203	3,836	18.8%	115,917

Daily Pivots for day following 29-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.72	90.96	87.97
R3	90.19	89.43	87.55
R2	88.66	88.66	87.41
R1	87.90	87.90	87.27	87.52
PP	87.13	87.13	87.13	86.94
S1	86.37	86.37	86.99	85.99
S2	85.60	85.60	86.85
S3	84.07	84.84	86.71
S4	82.54	83.31	86.29

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	90.75	86.37	4.38	5.0%	2.00	2.3%	17%	False	True	24,865
10	94.85	86.37	8.48	9.7%	1.90	2.2%	9%	False	True	20,934
20	95.21	86.37	8.84	10.1%	2.10	2.4%	9%	False	True	20,928
40	101.78	86.37	15.41	17.7%	2.07	2.4%	5%	False	True	18,808
60	101.78	86.37	15.41	17.7%	1.85	2.1%	5%	False	True	16,841
80	101.78	86.37	15.41	17.7%	1.80	2.1%	5%	False	True	14,304

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	94.40
2.618	91.91
1.618	90.38
1.000	89.43
0.618	88.85
HIGH	87.90
0.618	87.32
0.500	87.14
0.382	86.95
LOW	86.37
0.618	85.42
1.000	84.84
1.618	83.89
2.618	82.36
4.250	79.87

Fisher Pivots for day following 29-Oct-2012
Pivot	1 day	3 day
R1	87.14	87.32
PP	87.13	87.26
S1	87.13	87.19

Download as Excel Spreadsheet

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

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