NYMEX Light Sweet Crude Oil Future July 2013

Trading Metrics calculated at close of trading on 25-Oct-2012

Day Change Summary
	Previous	Current
	24-Oct-2012	25-Oct-2012	Change	Change %	Previous Week
Open	89.44	88.38	-1.06	-1.2%	94.49
High	89.44	89.22	-0.22	-0.2%	95.43
Low	88.20	88.15	-0.05	-0.1%	92.70
Close	88.40	88.80	0.40	0.5%	92.74
Range	1.24	1.07	-0.17	-13.7%	2.73
ATR
Volume	3,544	4,325	781	22.0%	24,011

Daily Pivots for day following 25-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.93	91.44	89.39
R3	90.86	90.37	89.09
R2	89.79	89.79	89.00
R1	89.30	89.30	88.90	89.55
PP	88.72	88.72	88.72	88.85
S1	88.23	88.23	88.70	88.48
S2	87.65	87.65	88.60
S3	86.58	87.16	88.51
S4	85.51	86.09	88.21

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.81	100.01	94.24
R3	99.08	97.28	93.49
R2	96.35	96.35	93.24
R1	94.55	94.55	92.99	94.09
PP	93.62	93.62	93.62	93.39
S1	91.82	91.82	92.49	91.36
S2	90.89	90.89	92.24
S3	88.16	89.09	91.99
S4	85.43	86.36	91.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.43	88.15	7.28	8.2%	1.60	1.8%	9%	False	True	3,457
10	95.43	88.15	7.28	8.2%	1.29	1.5%	9%	False	True	4,187

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.21
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	93.77
2.618	92.02
1.618	90.95
1.000	90.29
0.618	89.88
HIGH	89.22
0.618	88.81
0.500	88.69
0.382	88.56
LOW	88.15
0.618	87.49
1.000	87.08
1.618	86.42
2.618	85.35
4.250	83.60

Fisher Pivots for day following 25-Oct-2012
Pivot	1 day	3 day
R1	88.76	89.22
PP	88.72	89.08
S1	88.69	88.94

Download as Excel Spreadsheet

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

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