NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 94.01 93.85 -0.16 -0.2% 93.73
High 94.16 94.78 0.62 0.7% 94.58
Low 93.44 93.85 0.41 0.4% 91.14
Close 94.11 94.42 0.31 0.3% 94.11
Range 0.72 0.93 0.21 29.2% 3.44
ATR 1.49 1.45 -0.04 -2.7% 0.00
Volume 3,685 1,934 -1,751 -47.5% 27,948
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 97.14 96.71 94.93
R3 96.21 95.78 94.68
R2 95.28 95.28 94.59
R1 94.85 94.85 94.51 95.07
PP 94.35 94.35 94.35 94.46
S1 93.92 93.92 94.33 94.14
S2 93.42 93.42 94.25
S3 92.49 92.99 94.16
S4 91.56 92.06 93.91
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 103.60 102.29 96.00
R3 100.16 98.85 95.06
R2 96.72 96.72 94.74
R1 95.41 95.41 94.43 96.07
PP 93.28 93.28 93.28 93.60
S1 91.97 91.97 93.79 92.63
S2 89.84 89.84 93.48
S3 86.40 88.53 93.16
S4 82.96 85.09 92.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.78 91.14 3.64 3.9% 1.42 1.5% 90% True False 3,878
10 97.73 91.14 6.59 7.0% 1.47 1.6% 50% False False 5,171
20 101.54 91.14 10.40 11.0% 1.43 1.5% 32% False False 6,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.73
2.618 97.21
1.618 96.28
1.000 95.71
0.618 95.35
HIGH 94.78
0.618 94.42
0.500 94.32
0.382 94.21
LOW 93.85
0.618 93.28
1.000 92.92
1.618 92.35
2.618 91.42
4.250 89.90
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 94.39 94.11
PP 94.35 93.79
S1 94.32 93.48

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

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