NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 93.73 93.30 -0.43 -0.5% 93.26
High 95.40 94.80 -0.60 -0.6% 95.00
Low 93.30 93.30 0.00 0.0% 89.75
Close 93.30 94.23 0.93 1.0% 91.86
Range 2.10 1.50 -0.60 -28.6% 5.25
ATR 2.04 2.00 -0.04 -1.9% 0.00
Volume 10,797 12,351 1,554 14.4% 25,062
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.61 97.92 95.06
R3 97.11 96.42 94.64
R2 95.61 95.61 94.51
R1 94.92 94.92 94.37 95.27
PP 94.11 94.11 94.11 94.28
S1 93.42 93.42 94.09 93.77
S2 92.61 92.61 93.96
S3 91.11 91.92 93.82
S4 89.61 90.42 93.41
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 95.40 90.50 4.90 5.2% 1.99 2.1% 76% False False 8,979
10 95.40 89.75 5.65 6.0% 2.06 2.2% 79% False False 6,826
20 101.50 89.75 11.75 12.5% 2.03 2.1% 38% False False 8,321
40 101.50 89.75 11.75 12.5% 1.62 1.7% 38% False False 7,386
60 101.50 89.34 12.16 12.9% 1.46 1.6% 40% False False 6,358
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 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.18
2.618 98.73
1.618 97.23
1.000 96.30
0.618 95.73
HIGH 94.80
0.618 94.23
0.500 94.05
0.382 93.87
LOW 93.30
0.618 92.37
1.000 91.80
1.618 90.87
2.618 89.37
4.250 86.93
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 94.17 93.96
PP 94.11 93.68
S1 94.05 93.41

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

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