NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 93.02 91.21 -1.81 -1.9% 92.89
High 93.02 91.48 -1.54 -1.7% 94.83
Low 90.82 90.00 -0.82 -0.9% 89.46
Close 91.57 91.04 -0.53 -0.6% 91.57
Range 2.20 1.48 -0.72 -32.7% 5.37
ATR 2.20 2.15 -0.04 -2.0% 0.00
Volume 17,889 25,579 7,690 43.0% 88,559
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 95.28 94.64 91.85
R3 93.80 93.16 91.45
R2 92.32 92.32 91.31
R1 91.68 91.68 91.18 91.26
PP 90.84 90.84 90.84 90.63
S1 90.20 90.20 90.90 89.78
S2 89.36 89.36 90.77
S3 87.88 88.72 90.63
S4 86.40 87.24 90.23
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 108.06 105.19 94.52
R3 102.69 99.82 93.05
R2 97.32 97.32 92.55
R1 94.45 94.45 92.06 93.20
PP 91.95 91.95 91.95 91.33
S1 89.08 89.08 91.08 87.83
S2 86.58 86.58 90.59
S3 81.21 83.71 90.09
S4 75.84 78.34 88.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.31 89.46 4.85 5.3% 2.42 2.7% 33% False False 20,235
10 94.83 89.46 5.37 5.9% 2.17 2.4% 29% False False 16,646
20 101.78 89.46 12.32 13.5% 2.16 2.4% 13% False False 18,145
40 101.78 89.46 12.32 13.5% 1.85 2.0% 13% False False 15,798
60 101.78 88.85 12.93 14.2% 1.77 1.9% 17% False False 13,337
80 101.78 80.62 21.16 23.2% 1.82 2.0% 49% False False 11,538
Crabel Price Patterns
NR True
NR4 True
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 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.77
2.618 95.35
1.618 93.87
1.000 92.96
0.618 92.39
HIGH 91.48
0.618 90.91
0.500 90.74
0.382 90.57
LOW 90.00
0.618 89.09
1.000 88.52
1.618 87.61
2.618 86.13
4.250 83.71
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 90.94 91.42
PP 90.84 91.29
S1 90.74 91.17

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

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