NYMEX Light Sweet Crude Oil Future May 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 94.56 94.71 0.15 0.2% 94.22
High 94.56 95.26 0.70 0.7% 95.26
Low 93.30 92.35 -0.95 -1.0% 92.35
Close 94.44 92.48 -1.96 -2.1% 92.48
Range 1.26 2.91 1.65 131.0% 2.91
ATR 1.59 1.69 0.09 5.9% 0.00
Volume 9,404 8,580 -824 -8.8% 33,039
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.09 100.20 94.08
R3 99.18 97.29 93.28
R2 96.27 96.27 93.01
R1 94.38 94.38 92.75 93.87
PP 93.36 93.36 93.36 93.11
S1 91.47 91.47 92.21 90.96
S2 90.45 90.45 91.95
S3 87.54 88.56 91.68
S4 84.63 85.65 90.88
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.09 100.20 94.08
R3 99.18 97.29 93.28
R2 96.27 96.27 93.01
R1 94.38 94.38 92.75 93.87
PP 93.36 93.36 93.36 93.11
S1 91.47 91.47 92.21 90.96
S2 90.45 90.45 91.95
S3 87.54 88.56 91.68
S4 84.63 85.65 90.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.26 92.35 2.91 3.1% 1.53 1.7% 4% True True 6,607
10 95.57 90.78 4.79 5.2% 1.52 1.6% 35% False False 7,495
20 95.57 90.23 5.34 5.8% 1.62 1.7% 42% False False 6,071
40 101.54 90.23 11.31 12.2% 1.47 1.6% 20% False False 6,285
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 0.25
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 107.63
2.618 102.88
1.618 99.97
1.000 98.17
0.618 97.06
HIGH 95.26
0.618 94.15
0.500 93.81
0.382 93.46
LOW 92.35
0.618 90.55
1.000 89.44
1.618 87.64
2.618 84.73
4.250 79.98
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 93.81 93.81
PP 93.36 93.36
S1 92.92 92.92

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

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