NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 01-Nov-2012

Day Change Summary
	Previous	Current
	31-Oct-2012	01-Nov-2012	Change	Change %	Previous Week
Open	88.56	88.59	0.03	0.0%	92.50
High	89.60	89.68	0.08	0.1%	93.21
Low	88.52	88.56	0.04	0.0%	87.31
Close	88.72	89.56	0.84	0.9%	88.68
Range	1.08	1.12	0.04	3.7%	5.90
ATR	1.67	1.63	-0.04	-2.3%	0.00
Volume	5,302	7,347	2,045	38.6%	35,028

Daily Pivots for day following 01-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.63	92.21	90.18
R3	91.51	91.09	89.87
R2	90.39	90.39	89.77
R1	89.97	89.97	89.66	90.18
PP	89.27	89.27	89.27	89.37
S1	88.85	88.85	89.46	89.06
S2	88.15	88.15	89.35
S3	87.03	87.73	89.25
S4	85.91	86.61	88.94

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.43	103.96	91.93
R3	101.53	98.06	90.30
R2	95.63	95.63	89.76
R1	92.16	92.16	89.22	90.95
PP	89.73	89.73	89.73	89.13
S1	86.26	86.26	88.14	85.05
S2	83.83	83.83	87.60
S3	77.93	80.36	87.06
S4	72.03	74.46	85.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.68	87.28	2.40	2.7%	1.16	1.3%	95%	True	False	7,097
10	95.26	87.28	7.98	8.9%	1.75	1.9%	29%	False	False	7,276
20	95.57	87.28	8.29	9.3%	1.58	1.8%	28%	False	False	7,197
40	101.54	87.28	14.26	15.9%	1.58	1.8%	16%	False	False	6,874

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	0.31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	94.44
2.618	92.61
1.618	91.49
1.000	90.80
0.618	90.37
HIGH	89.68
0.618	89.25
0.500	89.12
0.382	88.99
LOW	88.56
0.618	87.87
1.000	87.44
1.618	86.75
2.618	85.63
4.250	83.80

Fisher Pivots for day following 01-Nov-2012
Pivot	1 day	3 day
R1	89.41	89.27
PP	89.27	88.97
S1	89.12	88.68

Download as Excel Spreadsheet

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

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