NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 91.25 91.94 0.69 0.8% 93.85
High 91.65 94.80 3.15 3.4% 94.78
Low 90.78 91.94 1.16 1.3% 90.23
Close 91.56 94.57 3.01 3.3% 92.09
Range 0.87 2.86 1.99 228.7% 4.55
ATR 1.71 1.82 0.11 6.4% 0.00
Volume 9,221 5,389 -3,832 -41.6% 18,524
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.35 101.32 96.14
R3 99.49 98.46 95.36
R2 96.63 96.63 95.09
R1 95.60 95.60 94.83 96.12
PP 93.77 93.77 93.77 94.03
S1 92.74 92.74 94.31 93.26
S2 90.91 90.91 94.05
S3 88.05 89.88 93.78
S4 85.19 87.02 93.00
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 106.02 103.60 94.59
R3 101.47 99.05 93.34
R2 96.92 96.92 92.92
R1 94.50 94.50 92.51 93.44
PP 92.37 92.37 92.37 91.83
S1 89.95 89.95 91.67 88.89
S2 87.82 87.82 91.26
S3 83.27 85.40 90.84
S4 78.72 80.85 89.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.80 90.23 4.57 4.8% 2.39 2.5% 95% True False 5,864
10 94.80 90.23 4.57 4.8% 1.82 1.9% 95% True False 4,545
20 101.54 90.23 11.31 12.0% 1.71 1.8% 38% False False 6,524
40 101.54 90.23 11.31 12.0% 1.36 1.4% 38% False False 5,555
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 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.96
2.618 102.29
1.618 99.43
1.000 97.66
0.618 96.57
HIGH 94.80
0.618 93.71
0.500 93.37
0.382 93.03
LOW 91.94
0.618 90.17
1.000 89.08
1.618 87.31
2.618 84.45
4.250 79.79
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 94.17 93.98
PP 93.77 93.38
S1 93.37 92.79

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

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