NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 91.64 88.01 -3.63 -4.0% 93.18
High 91.82 91.84 0.02 0.0% 93.20
Low 87.70 87.91 0.21 0.2% 88.95
Close 88.14 91.71 3.57 4.1% 92.19
Range 4.12 3.93 -0.19 -4.6% 4.25
ATR 2.33 2.45 0.11 4.9% 0.00
Volume 339,506 291,389 -48,117 -14.2% 1,146,880
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.28 100.92 93.87
R3 98.35 96.99 92.79
R2 94.42 94.42 92.43
R1 93.06 93.06 92.07 93.74
PP 90.49 90.49 90.49 90.83
S1 89.13 89.13 91.35 89.81
S2 86.56 86.56 90.99
S3 82.63 85.20 90.63
S4 78.70 81.27 89.55
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.20 102.44 94.53
R3 99.95 98.19 93.36
R2 95.70 95.70 92.97
R1 93.94 93.94 92.58 92.70
PP 91.45 91.45 91.45 90.82
S1 89.69 89.69 91.80 88.45
S2 87.20 87.20 91.41
S3 82.95 85.44 91.02
S4 78.70 81.19 89.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.33 87.70 5.63 6.1% 2.55 2.8% 71% False False 246,964
10 93.84 87.70 6.14 6.7% 2.37 2.6% 65% False False 235,254
20 100.73 87.70 13.03 14.2% 2.45 2.7% 31% False False 194,696
40 100.73 87.70 13.03 14.2% 2.16 2.4% 31% False False 120,583
60 100.73 85.43 15.30 16.7% 2.18 2.4% 41% False False 91,354
80 100.73 78.83 21.90 23.9% 2.30 2.5% 59% False False 73,877
100 100.73 78.83 21.90 23.9% 2.30 2.5% 59% False False 61,264
120 107.15 78.83 28.32 30.9% 2.17 2.4% 45% False False 52,654
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 False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.54
2.618 102.13
1.618 98.20
1.000 95.77
0.618 94.27
HIGH 91.84
0.618 90.34
0.500 89.88
0.382 89.41
LOW 87.91
0.618 85.48
1.000 83.98
1.618 81.55
2.618 77.62
4.250 71.21
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 91.10 91.25
PP 90.49 90.78
S1 89.88 90.32

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

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