NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 94.45 93.50 -0.95 -1.0% 93.77
High 94.70 93.50 -1.20 -1.3% 94.45
Low 93.74 89.75 -3.99 -4.3% 90.93
Close 93.74 90.09 -3.65 -3.9% 93.98
Range 0.96 3.75 2.79 290.6% 3.52
ATR 1.67 1.83 0.17 10.0% 0.00
Volume 3,650 3,319 -331 -9.1% 38,710
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.36 99.98 92.15
R3 98.61 96.23 91.12
R2 94.86 94.86 90.78
R1 92.48 92.48 90.43 91.80
PP 91.11 91.11 91.11 90.77
S1 88.73 88.73 89.75 88.05
S2 87.36 87.36 89.40
S3 83.61 84.98 89.06
S4 79.86 81.23 88.03
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 89.75 5.25 5.8% 1.88 2.1% 6% False True 4,215
10 95.13 89.75 5.38 6.0% 1.64 1.8% 6% False True 6,560
20 101.50 89.75 11.75 13.0% 1.79 2.0% 3% False True 8,227
40 101.50 89.75 11.75 13.0% 1.42 1.6% 3% False True 6,814
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 0.26
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 109.44
2.618 103.32
1.618 99.57
1.000 97.25
0.618 95.82
HIGH 93.50
0.618 92.07
0.500 91.63
0.382 91.18
LOW 89.75
0.618 87.43
1.000 86.00
1.618 83.68
2.618 79.93
4.250 73.81
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 91.63 92.38
PP 91.11 91.61
S1 90.60 90.85

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

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