NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 93.16 90.35 -2.81 -3.0% 93.73
High 93.16 93.67 0.51 0.5% 94.58
Low 90.23 90.35 0.12 0.1% 91.14
Close 90.30 93.62 3.32 3.7% 94.11
Range 2.93 3.32 0.39 13.3% 3.44
ATR 1.58 1.70 0.13 8.1% 0.00
Volume 2,905 7,003 4,098 141.1% 27,948
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.51 101.38 95.45
R3 99.19 98.06 94.53
R2 95.87 95.87 94.23
R1 94.74 94.74 93.92 95.31
PP 92.55 92.55 92.55 92.83
S1 91.42 91.42 93.32 91.99
S2 89.23 89.23 93.01
S3 85.91 88.10 92.71
S4 82.59 84.78 91.79
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 4.9% 1.76 1.9% 75% False False 3,481
10 95.14 90.23 4.91 5.2% 1.60 1.7% 69% False False 4,519
20 101.54 90.23 11.31 12.1% 1.58 1.7% 30% False False 6,551
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 11 trading days
Fibonacci Retracements and Extensions
4.250 107.78
2.618 102.36
1.618 99.04
1.000 96.99
0.618 95.72
HIGH 93.67
0.618 92.40
0.500 92.01
0.382 91.62
LOW 90.35
0.618 88.30
1.000 87.03
1.618 84.98
2.618 81.66
4.250 76.24
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 93.08 93.23
PP 92.55 92.84
S1 92.01 92.45

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

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