NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 94.31 94.16 -0.15 -0.2% 93.28
High 94.53 95.11 0.58 0.6% 95.11
Low 92.90 92.00 -0.90 -1.0% 92.00
Close 94.21 92.22 -1.99 -2.1% 92.22
Range 1.63 3.11 1.48 90.8% 3.11
ATR 1.76 1.85 0.10 5.5% 0.00
Volume 11,391 9,921 -1,470 -12.9% 41,816
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.44 100.44 93.93
R3 99.33 97.33 93.08
R2 96.22 96.22 92.79
R1 94.22 94.22 92.51 93.67
PP 93.11 93.11 93.11 92.83
S1 91.11 91.11 91.93 90.56
S2 90.00 90.00 91.65
S3 86.89 88.00 91.36
S4 83.78 84.89 90.51
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.44 100.44 93.93
R3 99.33 97.33 93.08
R2 96.22 96.22 92.79
R1 94.22 94.22 92.51 93.67
PP 93.11 93.11 93.11 92.83
S1 91.11 91.11 91.93 90.56
S2 90.00 90.00 91.65
S3 86.89 88.00 91.36
S4 83.78 84.89 90.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.11 92.00 3.11 3.4% 1.60 1.7% 7% True True 8,363
10 95.40 90.50 4.90 5.3% 1.70 1.8% 35% False False 8,922
20 95.40 89.75 5.65 6.1% 1.81 2.0% 44% False False 7,649
40 101.50 89.75 11.75 12.7% 1.72 1.9% 21% False False 7,946
60 101.50 89.51 11.99 13.0% 1.52 1.6% 23% False False 6,851
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 108.33
2.618 103.25
1.618 100.14
1.000 98.22
0.618 97.03
HIGH 95.11
0.618 93.92
0.500 93.56
0.382 93.19
LOW 92.00
0.618 90.08
1.000 88.89
1.618 86.97
2.618 83.86
4.250 78.78
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 93.56 93.56
PP 93.11 93.11
S1 92.67 92.67

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

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