NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 92.86 93.22 0.36 0.4% 93.68
High 94.09 93.70 -0.39 -0.4% 93.82
Low 92.11 92.49 0.38 0.4% 89.72
Close 93.28 92.71 -0.57 -0.6% 93.00
Range 1.98 1.21 -0.77 -38.9% 4.10
ATR 2.13 2.06 -0.07 -3.1% 0.00
Volume 19,405 25,153 5,748 29.6% 130,672
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 96.60 95.86 93.38
R3 95.39 94.65 93.04
R2 94.18 94.18 92.93
R1 93.44 93.44 92.82 93.21
PP 92.97 92.97 92.97 92.85
S1 92.23 92.23 92.60 92.00
S2 91.76 91.76 92.49
S3 90.55 91.02 92.38
S4 89.34 89.81 92.04
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.48 102.84 95.26
R3 100.38 98.74 94.13
R2 96.28 96.28 93.75
R1 94.64 94.64 93.38 93.41
PP 92.18 92.18 92.18 91.57
S1 90.54 90.54 92.62 89.31
S2 88.08 88.08 92.25
S3 83.98 86.44 91.87
S4 79.88 82.34 90.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.09 89.72 4.37 4.7% 1.83 2.0% 68% False False 26,078
10 97.05 89.72 7.33 7.9% 2.17 2.3% 41% False False 23,881
20 101.19 89.72 11.47 12.4% 2.16 2.3% 26% False False 25,591
40 101.19 89.72 11.47 12.4% 1.93 2.1% 26% False False 21,116
60 101.19 85.97 15.22 16.4% 1.94 2.1% 44% False False 17,907
80 101.19 79.69 21.50 23.2% 2.08 2.2% 61% False False 15,806
100 101.19 79.69 21.50 23.2% 2.04 2.2% 61% False False 13,784
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 98.84
2.618 96.87
1.618 95.66
1.000 94.91
0.618 94.45
HIGH 93.70
0.618 93.24
0.500 93.10
0.382 92.95
LOW 92.49
0.618 91.74
1.000 91.28
1.618 90.53
2.618 89.32
4.250 87.35
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 93.10 93.10
PP 92.97 92.97
S1 92.84 92.84

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

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