NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 87.35 88.06 0.71 0.8% 92.59
High 88.17 89.16 0.99 1.1% 92.76
Low 87.35 88.04 0.69 0.8% 87.07
Close 87.75 88.31 0.56 0.6% 88.31
Range 0.82 1.12 0.30 36.6% 5.69
ATR 1.79 1.76 -0.03 -1.5% 0.00
Volume 9,761 5,960 -3,801 -38.9% 40,397
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 91.86 91.21 88.93
R3 90.74 90.09 88.62
R2 89.62 89.62 88.52
R1 88.97 88.97 88.41 89.30
PP 88.50 88.50 88.50 88.67
S1 87.85 87.85 88.21 88.18
S2 87.38 87.38 88.10
S3 86.26 86.73 88.00
S4 85.14 85.61 87.69
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 89.16 86.96 2.20 2.5% 1.16 1.3% 61% True False 9,744
10 95.11 86.96 8.15 9.2% 1.83 2.1% 17% False False 9,182
20 95.40 86.96 8.44 9.6% 1.80 2.0% 16% False False 8,725
40 101.50 86.96 14.54 16.5% 1.80 2.0% 9% False False 8,476
60 101.50 86.96 14.54 16.5% 1.55 1.8% 9% False False 7,451
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.92
2.618 92.09
1.618 90.97
1.000 90.28
0.618 89.85
HIGH 89.16
0.618 88.73
0.500 88.60
0.382 88.47
LOW 88.04
0.618 87.35
1.000 86.92
1.618 86.23
2.618 85.11
4.250 83.28
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 88.60 88.23
PP 88.50 88.14
S1 88.41 88.06

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

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