NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 93.30 94.45 1.15 1.2% 91.20
High 94.80 94.66 -0.14 -0.1% 95.40
Low 93.30 93.47 0.17 0.2% 90.50
Close 94.23 93.97 -0.26 -0.3% 93.97
Range 1.50 1.19 -0.31 -20.7% 4.90
ATR 2.00 1.94 -0.06 -2.9% 0.00
Volume 12,351 8,540 -3,811 -30.9% 47,411
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 97.60 96.98 94.62
R3 96.41 95.79 94.30
R2 95.22 95.22 94.19
R1 94.60 94.60 94.08 94.32
PP 94.03 94.03 94.03 93.89
S1 93.41 93.41 93.86 93.13
S2 92.84 92.84 93.75
S3 91.65 92.22 93.64
S4 90.46 91.03 93.32
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.99 105.88 96.67
R3 103.09 100.98 95.32
R2 98.19 98.19 94.87
R1 96.08 96.08 94.42 97.14
PP 93.29 93.29 93.29 93.82
S1 91.18 91.18 93.52 92.24
S2 88.39 88.39 93.07
S3 83.49 86.28 92.62
S4 78.59 81.38 91.28
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% 1.79 1.9% 71% False False 9,482
10 95.40 89.75 5.65 6.0% 2.09 2.2% 75% False False 7,247
20 100.83 89.75 11.08 11.8% 2.03 2.2% 38% False False 8,067
40 101.50 89.75 11.75 12.5% 1.63 1.7% 36% False False 7,505
60 101.50 89.34 12.16 12.9% 1.45 1.5% 38% False False 6,442
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.72
2.618 97.78
1.618 96.59
1.000 95.85
0.618 95.40
HIGH 94.66
0.618 94.21
0.500 94.07
0.382 93.92
LOW 93.47
0.618 92.73
1.000 92.28
1.618 91.54
2.618 90.35
4.250 88.41
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 94.07 94.35
PP 94.03 94.22
S1 94.00 94.10

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

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