NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 93.18 91.20 -1.98 -2.1% 93.26
High 93.18 91.54 -1.64 -1.8% 95.00
Low 91.00 90.50 -0.50 -0.5% 89.75
Close 91.86 91.33 -0.53 -0.6% 91.86
Range 2.18 1.04 -1.14 -52.3% 5.25
ATR 1.98 1.94 -0.04 -2.2% 0.00
Volume 6,026 10,258 4,232 70.2% 25,062
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 94.24 93.83 91.90
R3 93.20 92.79 91.62
R2 92.16 92.16 91.52
R1 91.75 91.75 91.43 91.96
PP 91.12 91.12 91.12 91.23
S1 90.71 90.71 91.23 90.92
S2 90.08 90.08 91.14
S3 89.04 89.67 91.04
S4 88.00 88.63 90.76
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 94.70 89.75 4.95 5.4% 2.25 2.5% 32% False False 6,398
10 95.00 89.75 5.25 5.7% 1.91 2.1% 30% False False 5,884
20 101.50 89.75 11.75 12.9% 1.84 2.0% 13% False False 8,274
40 101.50 89.75 11.75 12.9% 1.49 1.6% 13% False False 7,089
Crabel Price Patterns
NR True
NR4 True
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 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.96
2.618 94.26
1.618 93.22
1.000 92.58
0.618 92.18
HIGH 91.54
0.618 91.14
0.500 91.02
0.382 90.90
LOW 90.50
0.618 89.86
1.000 89.46
1.618 88.82
2.618 87.78
4.250 86.08
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 91.23 91.85
PP 91.12 91.67
S1 91.02 91.50

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

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