NYMEX Light Sweet Crude Oil Future July 2013

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	89.92	87.90	-2.02	-2.2%	88.50
High	90.35	89.23	-1.12	-1.2%	90.35
Low	88.30	87.90	-0.40	-0.5%	88.30
Close	88.30	89.05	0.75	0.8%	88.30
Range	2.05	1.33	-0.72	-35.1%	2.05
ATR	1.29	1.29	0.00	0.2%	0.00
Volume	2,176	4,284	2,108	96.9%	14,145

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.72	92.21	89.78
R3	91.39	90.88	89.42
R2	90.06	90.06	89.29
R1	89.55	89.55	89.17	89.81
PP	88.73	88.73	88.73	88.85
S1	88.22	88.22	88.93	88.48
S2	87.40	87.40	88.81
S3	86.07	86.89	88.68
S4	84.74	85.56	88.32

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	87.90	2.45	2.8%	1.10	1.2%	47%	False	True	2,650
10	90.35	87.90	2.45	2.8%	1.03	1.2%	47%	False	True	3,247

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	True
Bull Hook	False
Stretch	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.88
2.618	92.71
1.618	91.38
1.000	90.56
0.618	90.05
HIGH	89.23
0.618	88.72
0.500	88.57
0.382	88.41
LOW	87.90
0.618	87.08
1.000	86.57
1.618	85.75
2.618	84.42
4.250	82.25

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	88.89	89.13
PP	88.73	89.10
S1	88.57	89.08

Download as Excel Spreadsheet

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

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