NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 91.21 91.85 0.64 0.7% 92.89
High 91.48 94.56 3.08 3.4% 94.83
Low 90.00 91.24 1.24 1.4% 89.46
Close 91.04 94.13 3.09 3.4% 91.57
Range 1.48 3.32 1.84 124.3% 5.37
ATR 2.15 2.25 0.10 4.5% 0.00
Volume 25,579 14,518 -11,061 -43.2% 88,559
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 103.27 102.02 95.96
R3 99.95 98.70 95.04
R2 96.63 96.63 94.74
R1 95.38 95.38 94.43 96.01
PP 93.31 93.31 93.31 93.62
S1 92.06 92.06 93.83 92.69
S2 89.99 89.99 93.52
S3 86.67 88.74 93.22
S4 83.35 85.42 92.30
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 94.56 89.46 5.10 5.4% 2.87 3.1% 92% True False 20,539
10 94.83 89.46 5.37 5.7% 2.27 2.4% 87% False False 16,604
20 101.78 89.46 12.32 13.1% 2.28 2.4% 38% False False 18,008
40 101.78 89.46 12.32 13.1% 1.90 2.0% 38% False False 15,891
60 101.78 88.85 12.93 13.7% 1.80 1.9% 41% False False 13,518
80 101.78 80.62 21.16 22.5% 1.86 2.0% 64% False False 11,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.67
2.618 103.25
1.618 99.93
1.000 97.88
0.618 96.61
HIGH 94.56
0.618 93.29
0.500 92.90
0.382 92.51
LOW 91.24
0.618 89.19
1.000 87.92
1.618 85.87
2.618 82.55
4.250 77.13
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 93.72 93.51
PP 93.31 92.90
S1 92.90 92.28

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

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