NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 94.67 93.16 -1.51 -1.6% 93.73
High 94.67 93.16 -1.51 -1.6% 94.58
Low 93.76 90.23 -3.53 -3.8% 91.14
Close 93.92 90.30 -3.62 -3.9% 94.11
Range 0.91 2.93 2.02 222.0% 3.44
ATR 1.41 1.58 0.16 11.5% 0.00
Volume 1,878 2,905 1,027 54.7% 27,948
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 100.02 98.09 91.91
R3 97.09 95.16 91.11
R2 94.16 94.16 90.84
R1 92.23 92.23 90.57 91.73
PP 91.23 91.23 91.23 90.98
S1 89.30 89.30 90.03 88.80
S2 88.30 88.30 89.76
S3 85.37 86.37 89.49
S4 82.44 83.44 88.69
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 90.23 4.55 5.0% 1.47 1.6% 2% False True 2,861
10 95.14 90.23 4.91 5.4% 1.39 1.5% 1% False True 4,873
20 101.54 90.23 11.31 12.5% 1.52 1.7% 1% False True 6,426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 105.61
2.618 100.83
1.618 97.90
1.000 96.09
0.618 94.97
HIGH 93.16
0.618 92.04
0.500 91.70
0.382 91.35
LOW 90.23
0.618 88.42
1.000 87.30
1.618 85.49
2.618 82.56
4.250 77.78
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 91.70 92.51
PP 91.23 91.77
S1 90.77 91.04

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

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