NYMEX Light Sweet Crude Oil Future March 2013


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 93.06 89.70 -3.36 -3.6% 94.22
High 93.07 93.30 0.23 0.2% 94.39
Low 89.46 89.54 0.08 0.1% 90.58
Close 89.80 93.25 3.45 3.8% 93.76
Range 3.61 3.76 0.15 4.2% 3.81
ATR 2.06 2.18 0.12 5.9% 0.00
Volume 13,231 31,481 18,250 137.9% 76,902
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 103.31 102.04 95.32
R3 99.55 98.28 94.28
R2 95.79 95.79 93.94
R1 94.52 94.52 93.59 95.16
PP 92.03 92.03 92.03 92.35
S1 90.76 90.76 92.91 91.40
S2 88.27 88.27 92.56
S3 84.51 87.00 92.22
S4 80.75 83.24 91.18
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.34 102.86 95.86
R3 100.53 99.05 94.81
R2 96.72 96.72 94.46
R1 95.24 95.24 94.11 94.08
PP 92.91 92.91 92.91 92.33
S1 91.43 91.43 93.41 90.27
S2 89.10 89.10 93.06
S3 85.29 87.62 92.71
S4 81.48 83.81 91.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.83 89.46 5.37 5.8% 2.28 2.4% 71% False False 16,584
10 94.97 89.46 5.51 5.9% 2.08 2.2% 69% False False 16,519
20 101.78 89.46 12.32 13.2% 2.14 2.3% 31% False False 17,578
40 101.78 89.46 12.32 13.2% 1.82 1.9% 31% False False 15,272
60 101.78 87.03 14.75 15.8% 1.76 1.9% 42% False False 12,832
80 101.78 80.62 21.16 22.7% 1.81 1.9% 60% False False 11,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 109.28
2.618 103.14
1.618 99.38
1.000 97.06
0.618 95.62
HIGH 93.30
0.618 91.86
0.500 91.42
0.382 90.98
LOW 89.54
0.618 87.22
1.000 85.78
1.618 83.46
2.618 79.70
4.250 73.56
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 92.64 92.80
PP 92.03 92.34
S1 91.42 91.89

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

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