NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 94.16 94.00 -0.16 -0.2% 93.85
High 95.57 94.96 -0.61 -0.6% 94.78
Low 93.44 94.00 0.56 0.6% 90.23
Close 93.54 94.48 0.94 1.0% 92.09
Range 2.13 0.96 -1.17 -54.9% 4.55
ATR 1.84 1.81 -0.03 -1.6% 0.00
Volume 10,119 9,875 -244 -2.4% 18,524
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 97.36 96.88 95.01
R3 96.40 95.92 94.74
R2 95.44 95.44 94.66
R1 94.96 94.96 94.57 95.20
PP 94.48 94.48 94.48 94.60
S1 94.00 94.00 94.39 94.24
S2 93.52 93.52 94.30
S3 92.56 93.04 94.22
S4 91.60 92.08 93.95
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 95.57 90.78 4.79 5.1% 1.75 1.9% 77% False False 7,881
10 95.57 90.23 5.34 5.7% 1.76 1.9% 80% False False 5,681
20 101.54 90.23 11.31 12.0% 1.76 1.9% 38% False False 6,710
40 101.54 90.23 11.31 12.0% 1.40 1.5% 38% False False 5,838
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.04
2.618 97.47
1.618 96.51
1.000 95.92
0.618 95.55
HIGH 94.96
0.618 94.59
0.500 94.48
0.382 94.37
LOW 94.00
0.618 93.41
1.000 93.04
1.618 92.45
2.618 91.49
4.250 89.92
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 94.48 94.24
PP 94.48 94.00
S1 94.48 93.76

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

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