NYMEX Light Sweet Crude Oil Future April 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 87.16 87.97 0.81 0.9% 92.59
High 88.31 88.28 -0.03 0.0% 92.76
Low 87.07 86.96 -0.11 -0.1% 87.07
Close 88.31 87.59 -0.72 -0.8% 88.31
Range 1.24 1.32 0.08 6.5% 5.69
ATR 1.90 1.86 -0.04 -2.1% 0.00
Volume 7,828 14,392 6,564 83.9% 40,397
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 91.57 90.90 88.32
R3 90.25 89.58 87.95
R2 88.93 88.93 87.83
R1 88.26 88.26 87.71 87.94
PP 87.61 87.61 87.61 87.45
S1 86.94 86.94 87.47 86.62
S2 86.29 86.29 87.35
S3 84.97 85.62 87.23
S4 83.65 84.30 86.86
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 106.45 103.07 91.44
R3 100.76 97.38 89.87
R2 95.07 95.07 89.35
R1 91.69 91.69 88.83 90.54
PP 89.38 89.38 89.38 88.80
S1 86.00 86.00 87.79 84.85
S2 83.69 83.69 87.27
S3 78.00 80.31 86.75
S4 72.31 74.62 85.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.07 86.96 4.11 4.7% 1.88 2.1% 15% False True 9,244
10 95.11 86.96 8.15 9.3% 1.78 2.0% 8% False True 9,059
20 95.40 86.96 8.44 9.6% 1.94 2.2% 7% False True 8,287
40 101.50 86.96 14.54 16.6% 1.83 2.1% 4% False True 8,425
60 101.50 86.96 14.54 16.6% 1.56 1.8% 4% False True 7,407
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.89
2.618 91.74
1.618 90.42
1.000 89.60
0.618 89.10
HIGH 88.28
0.618 87.78
0.500 87.62
0.382 87.46
LOW 86.96
0.618 86.14
1.000 85.64
1.618 84.82
2.618 83.50
4.250 81.35
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 87.62 87.81
PP 87.61 87.73
S1 87.60 87.66

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

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