NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 87.97 87.35 -0.62 -0.7% 92.59
High 88.28 88.17 -0.11 -0.1% 92.76
Low 86.96 87.35 0.39 0.4% 87.07
Close 87.59 87.75 0.16 0.2% 88.31
Range 1.32 0.82 -0.50 -37.9% 5.69
ATR 1.86 1.79 -0.07 -4.0% 0.00
Volume 14,392 9,761 -4,631 -32.2% 40,397
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 90.22 89.80 88.20
R3 89.40 88.98 87.98
R2 88.58 88.58 87.90
R1 88.16 88.16 87.83 88.37
PP 87.76 87.76 87.76 87.86
S1 87.34 87.34 87.67 87.55
S2 86.94 86.94 87.60
S3 86.12 86.52 87.52
S4 85.30 85.70 87.30
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 89.40 86.96 2.44 2.8% 1.39 1.6% 32% False False 9,702
10 95.11 86.96 8.15 9.3% 1.80 2.1% 10% False False 9,303
20 95.40 86.96 8.44 9.6% 1.94 2.2% 9% False False 8,593
40 101.50 86.96 14.54 16.6% 1.80 2.1% 5% False False 8,490
60 101.50 86.96 14.54 16.6% 1.56 1.8% 5% False False 7,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 91.66
2.618 90.32
1.618 89.50
1.000 88.99
0.618 88.68
HIGH 88.17
0.618 87.86
0.500 87.76
0.382 87.66
LOW 87.35
0.618 86.84
1.000 86.53
1.618 86.02
2.618 85.20
4.250 83.87
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 87.76 87.71
PP 87.76 87.67
S1 87.75 87.64

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

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