NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 92.59 90.99 -1.60 -1.7% 93.28
High 92.76 91.07 -1.69 -1.8% 95.11
Low 90.50 87.80 -2.70 -3.0% 92.00
Close 90.56 88.65 -1.91 -2.1% 92.22
Range 2.26 3.27 1.01 44.7% 3.11
ATR 1.88 1.98 0.10 5.3% 0.00
Volume 8,567 7,469 -1,098 -12.8% 41,816
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.98 97.09 90.45
R3 95.71 93.82 89.55
R2 92.44 92.44 89.25
R1 90.55 90.55 88.95 89.86
PP 89.17 89.17 89.17 88.83
S1 87.28 87.28 88.35 86.59
S2 85.90 85.90 88.05
S3 82.63 84.01 87.75
S4 79.36 80.74 86.85
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 87.80 7.31 8.2% 2.21 2.5% 12% False True 8,904
10 95.40 87.80 7.60 8.6% 1.83 2.1% 11% False True 8,954
20 95.40 87.80 7.60 8.6% 1.94 2.2% 11% False True 7,430
40 101.50 87.80 13.70 15.5% 1.77 2.0% 6% False True 7,970
60 101.50 87.80 13.70 15.5% 1.58 1.8% 6% False True 7,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 104.97
2.618 99.63
1.618 96.36
1.000 94.34
0.618 93.09
HIGH 91.07
0.618 89.82
0.500 89.44
0.382 89.05
LOW 87.80
0.618 85.78
1.000 84.53
1.618 82.51
2.618 79.24
4.250 73.90
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 89.44 91.46
PP 89.17 90.52
S1 88.91 89.59

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

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