NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 90.34 93.18 2.84 3.1% 93.26
High 93.51 93.18 -0.33 -0.4% 95.00
Low 90.18 91.00 0.82 0.9% 89.75
Close 93.48 91.86 -1.62 -1.7% 91.86
Range 3.33 2.18 -1.15 -34.5% 5.25
ATR 1.95 1.98 0.04 2.0% 0.00
Volume 8,738 6,026 -2,712 -31.0% 25,062
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.55 97.39 93.06
R3 96.37 95.21 92.46
R2 94.19 94.19 92.26
R1 93.03 93.03 92.06 92.52
PP 92.01 92.01 92.01 91.76
S1 90.85 90.85 91.66 90.34
S2 89.83 89.83 91.46
S3 87.65 88.67 91.26
S4 85.47 86.49 90.66
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.95 105.16 94.75
R3 102.70 99.91 93.30
R2 97.45 97.45 92.82
R1 94.66 94.66 92.34 93.43
PP 92.20 92.20 92.20 91.59
S1 89.41 89.41 91.38 88.18
S2 86.95 86.95 90.90
S3 81.70 84.16 90.42
S4 76.45 78.91 88.97
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 5.7% 2.39 2.6% 40% False False 5,012
10 95.00 89.75 5.25 5.7% 1.91 2.1% 40% False False 6,377
20 101.50 89.75 11.75 12.8% 1.84 2.0% 18% False False 8,009
40 101.50 89.75 11.75 12.8% 1.50 1.6% 18% False False 6,903
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.45
2.618 98.89
1.618 96.71
1.000 95.36
0.618 94.53
HIGH 93.18
0.618 92.35
0.500 92.09
0.382 91.83
LOW 91.00
0.618 89.65
1.000 88.82
1.618 87.47
2.618 85.29
4.250 81.74
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 92.09 91.78
PP 92.01 91.71
S1 91.94 91.63

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

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