NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 22-Oct-2012

Day Change Summary
	Previous	Current
	19-Oct-2012	22-Oct-2012	Change	Change %	Previous Week
Open	94.56	92.47	-2.09	-2.2%	93.66
High	95.50	93.42	-2.08	-2.2%	95.50
Low	92.52	91.00	-1.52	-1.6%	92.52
Close	92.65	91.03	-1.62	-1.7%	92.65
Range	2.98	2.42	-0.56	-18.8%	2.98
ATR	2.00	2.03	0.03	1.5%	0.00
Volume	27,805	21,095	-6,710	-24.1%	119,548

Daily Pivots for day following 22-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.08	97.47	92.36
R3	96.66	95.05	91.70
R2	94.24	94.24	91.47
R1	92.63	92.63	91.25	92.23
PP	91.82	91.82	91.82	91.61
S1	90.21	90.21	90.81	89.81
S2	89.40	89.40	90.59
S3	86.98	87.79	90.36
S4	84.56	85.37	89.70

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.50	100.55	94.29
R3	99.52	97.57	93.47
R2	96.54	96.54	93.20
R1	94.59	94.59	92.92	94.08
PP	93.56	93.56	93.56	93.30
S1	91.61	91.61	92.38	91.10
S2	90.58	90.58	92.10
S3	87.60	88.63	91.83
S4	84.62	85.65	91.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.50	91.00	4.50	4.9%	1.77	1.9%	1%	False	True	23,777
10	95.69	91.00	4.69	5.2%	1.90	2.1%	1%	False	True	24,922
20	95.69	90.00	5.69	6.3%	2.02	2.2%	18%	False	False	23,453

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.52
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.71
2.618	99.76
1.618	97.34
1.000	95.84
0.618	94.92
HIGH	93.42
0.618	92.50
0.500	92.21
0.382	91.92
LOW	91.00
0.618	89.50
1.000	88.58
1.618	87.08
2.618	84.66
4.250	80.72

Fisher Pivots for day following 22-Oct-2012
Pivot	1 day	3 day
R1	92.21	93.25
PP	91.82	92.51
S1	91.42	91.77

Download as Excel Spreadsheet

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

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