NYMEX Light Sweet Crude Oil Future July 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	89.09	89.92	0.83	0.9%	88.50
High	90.22	90.35	0.13	0.1%	90.35
Low	89.03	88.30	-0.73	-0.8%	88.30
Close	90.11	88.30	-1.81	-2.0%	88.30
Range	1.19	2.05	0.86	72.3%	2.05
ATR	1.23	1.29	0.06	4.8%	0.00
Volume	2,983	2,176	-807	-27.1%	14,145

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.13	93.77	89.43
R3	93.08	91.72	88.86
R2	91.03	91.03	88.68
R1	89.67	89.67	88.49	89.33
PP	88.98	88.98	88.98	88.81
S1	87.62	87.62	88.11	87.28
S2	86.93	86.93	87.92
S3	84.88	85.57	87.74
S4	82.83	83.52	87.17

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.13	93.77	89.43
R3	93.08	91.72	88.86
R2	91.03	91.03	88.68
R1	89.67	89.67	88.49	89.33
PP	88.98	88.98	88.98	88.81
S1	87.62	87.62	88.11	87.28
S2	86.93	86.93	87.92
S3	84.88	85.57	87.74
S4	82.83	83.52	87.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.35	88.30	2.05	2.3%	0.87	1.0%	0%	True	True	2,829
10	92.79	88.15	4.64	5.3%	1.07	1.2%	3%	False	False	3,070

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	0.18
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	99.06
2.618	95.72
1.618	93.67
1.000	92.40
0.618	91.62
HIGH	90.35
0.618	89.57
0.500	89.33
0.382	89.08
LOW	88.30
0.618	87.03
1.000	86.25
1.618	84.98
2.618	82.93
4.250	79.59

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	89.33	89.33
PP	88.98	88.98
S1	88.64	88.64

Download as Excel Spreadsheet

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

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