Short Summary: The FinancialIndicator function returns a function which takes a list of OHLCV data and returns the value of the indicator.
For example, we first pull down the data we are interested in. Here we use the OHLCV data for Microsoft from July:
data = FinancialData["msft", "OHLCV", "July 2013"]
We need to make a function to apply to this data. UltimateOscillator has a number of parameters that can be specified, but we will use the default values:
uO = FinancialIndicator["UltimateOscillator"]
uO is a function which takes the data we pulled down from FinancialData:
uO[data]
This produces a list of values corresponding to the oscillator. We could have also written:
FinancialIndicator["UltimateOscillator"]@FinancialData["msft", "OHLCV", "July 2013"]