NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 93.39 93.26 -0.13 -0.1% 93.77
High 94.10 95.00 0.90 1.0% 94.45
Low 93.26 93.26 0.00 0.0% 90.93
Close 93.98 94.27 0.29 0.3% 93.98
Range 0.84 1.74 0.90 107.1% 3.52
ATR 1.72 1.72 0.00 0.1% 0.00
Volume 4,335 3,329 -1,006 -23.2% 38,710
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 99.40 98.57 95.23
R3 97.66 96.83 94.75
R2 95.92 95.92 94.59
R1 95.09 95.09 94.43 95.51
PP 94.18 94.18 94.18 94.38
S1 93.35 93.35 94.11 93.77
S2 92.44 92.44 93.95
S3 90.70 91.61 93.79
S4 88.96 89.87 93.31
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 103.68 102.35 95.92
R3 100.16 98.83 94.95
R2 96.64 96.64 94.63
R1 95.31 95.31 94.30 95.98
PP 93.12 93.12 93.12 93.45
S1 91.79 91.79 93.66 92.46
S2 89.60 89.60 93.33
S3 86.08 88.27 93.01
S4 82.56 84.75 92.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.00 90.93 4.07 4.3% 1.57 1.7% 82% True False 5,370
10 98.50 90.93 7.57 8.0% 1.79 1.9% 44% False False 6,925
20 101.50 90.93 10.57 11.2% 1.71 1.8% 32% False False 8,562
40 101.50 90.93 10.57 11.2% 1.37 1.5% 32% False False 6,967
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.40
2.618 99.56
1.618 97.82
1.000 96.74
0.618 96.08
HIGH 95.00
0.618 94.34
0.500 94.13
0.382 93.92
LOW 93.26
0.618 92.18
1.000 91.52
1.618 90.44
2.618 88.70
4.250 85.87
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 94.22 93.99
PP 94.18 93.71
S1 94.13 93.44

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

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