NYMEX Light Sweet Crude Oil Future April 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 93.50 90.34 -3.16 -3.4% 93.77
High 93.50 93.51 0.01 0.0% 94.45
Low 89.75 90.18 0.43 0.5% 90.93
Close 90.09 93.48 3.39 3.8% 93.98
Range 3.75 3.33 -0.42 -11.2% 3.52
ATR 1.83 1.95 0.11 6.2% 0.00
Volume 3,319 8,738 5,419 163.3% 38,710
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.38 101.26 95.31
R3 99.05 97.93 94.40
R2 95.72 95.72 94.09
R1 94.60 94.60 93.79 95.16
PP 92.39 92.39 92.39 92.67
S1 91.27 91.27 93.17 91.83
S2 89.06 89.06 92.87
S3 85.73 87.94 92.56
S4 82.40 84.61 91.65
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 5.6% 2.12 2.3% 71% False False 4,674
10 95.13 89.75 5.38 5.8% 1.77 1.9% 69% False False 6,427
20 101.50 89.75 11.75 12.6% 1.84 2.0% 32% False False 8,380
40 101.50 89.75 11.75 12.6% 1.47 1.6% 32% False False 6,906
Crabel Price Patterns
NR True
NR4 False
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.66
2.618 102.23
1.618 98.90
1.000 96.84
0.618 95.57
HIGH 93.51
0.618 92.24
0.500 91.85
0.382 91.45
LOW 90.18
0.618 88.12
1.000 86.85
1.618 84.79
2.618 81.46
4.250 76.03
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 92.94 93.06
PP 92.39 92.64
S1 91.85 92.23

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

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