NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 91.25 93.49 2.24 2.5% 92.86
High 94.09 94.87 0.78 0.8% 94.46
Low 90.64 92.40 1.76 1.9% 89.01
Close 93.72 92.58 -1.14 -1.2% 91.16
Range 3.45 2.47 -0.98 -28.4% 5.45
ATR 2.31 2.32 0.01 0.5% 0.00
Volume 15,114 26,304 11,190 74.0% 89,681
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 100.69 99.11 93.94
R3 98.22 96.64 93.26
R2 95.75 95.75 93.03
R1 94.17 94.17 92.81 93.73
PP 93.28 93.28 93.28 93.06
S1 91.70 91.70 92.35 91.26
S2 90.81 90.81 92.13
S3 88.34 89.23 91.90
S4 85.87 86.76 91.22
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.89 104.98 94.16
R3 102.44 99.53 92.66
R2 96.99 96.99 92.16
R1 94.08 94.08 91.66 92.81
PP 91.54 91.54 91.54 90.91
S1 88.63 88.63 90.66 87.36
S2 86.09 86.09 90.16
S3 80.64 83.18 89.66
S4 75.19 77.73 88.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.87 89.21 5.66 6.1% 2.73 2.9% 60% True False 22,358
10 94.87 89.01 5.86 6.3% 2.42 2.6% 61% True False 18,654
20 101.53 89.01 12.52 13.5% 2.43 2.6% 29% False False 18,338
40 101.53 89.01 12.52 13.5% 2.02 2.2% 29% False False 14,910
60 101.53 88.66 12.87 13.9% 1.91 2.1% 30% False False 12,540
80 101.53 80.09 21.44 23.2% 1.98 2.1% 58% False False 10,806
100 101.53 80.09 21.44 23.2% 1.83 2.0% 58% False False 9,401
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.37
2.618 101.34
1.618 98.87
1.000 97.34
0.618 96.40
HIGH 94.87
0.618 93.93
0.500 93.64
0.382 93.34
LOW 92.40
0.618 90.87
1.000 89.93
1.618 88.40
2.618 85.93
4.250 81.90
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 93.64 92.47
PP 93.28 92.35
S1 92.93 92.24

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

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