NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 89.04 89.58 0.54 0.6% 88.89
High 90.06 89.95 -0.11 -0.1% 90.06
Low 88.90 87.87 -1.03 -1.2% 87.46
Close 89.88 88.02 -1.86 -2.1% 88.02
Range 1.16 2.08 0.92 79.3% 2.60
ATR 1.81 1.83 0.02 1.0% 0.00
Volume 17,056 21,475 4,419 25.9% 88,951
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.85 93.52 89.16
R3 92.77 91.44 88.59
R2 90.69 90.69 88.40
R1 89.36 89.36 88.21 88.99
PP 88.61 88.61 88.61 88.43
S1 87.28 87.28 87.83 86.91
S2 86.53 86.53 87.64
S3 84.45 85.20 87.45
S4 82.37 83.12 86.88
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 96.31 94.77 89.45
R3 93.71 92.17 88.74
R2 91.11 91.11 88.50
R1 89.57 89.57 88.26 89.04
PP 88.51 88.51 88.51 88.25
S1 86.97 86.97 87.78 86.44
S2 85.91 85.91 87.54
S3 83.31 84.37 87.31
S4 80.71 81.77 86.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.06 87.46 2.60 3.0% 1.40 1.6% 22% False False 17,790
10 93.42 87.46 5.96 6.8% 1.74 2.0% 9% False False 20,359
20 95.69 87.46 8.23 9.4% 1.77 2.0% 7% False False 23,055
40 101.40 87.46 13.94 15.8% 1.92 2.2% 4% False False 23,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 98.79
2.618 95.40
1.618 93.32
1.000 92.03
0.618 91.24
HIGH 89.95
0.618 89.16
0.500 88.91
0.382 88.66
LOW 87.87
0.618 86.58
1.000 85.79
1.618 84.50
2.618 82.42
4.250 79.03
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 88.91 88.97
PP 88.61 88.65
S1 88.32 88.34

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

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