NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 93.98 94.39 0.41 0.4% 93.71
High 95.13 94.90 -0.23 -0.2% 94.59
Low 93.20 93.80 0.60 0.6% 90.89
Close 94.45 93.99 -0.46 -0.5% 94.12
Range 1.93 1.10 -0.83 -43.0% 3.70
ATR 2.01 1.94 -0.06 -3.2% 0.00
Volume 11,576 11,801 225 1.9% 111,610
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 97.53 96.86 94.60
R3 96.43 95.76 94.29
R2 95.33 95.33 94.19
R1 94.66 94.66 94.09 94.45
PP 94.23 94.23 94.23 94.12
S1 93.56 93.56 93.89 93.35
S2 93.13 93.13 93.79
S3 92.03 92.46 93.69
S4 90.93 91.36 93.39
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.30 102.91 96.16
R3 100.60 99.21 95.14
R2 96.90 96.90 94.80
R1 95.51 95.51 94.46 96.21
PP 93.20 93.20 93.20 93.55
S1 91.81 91.81 93.78 92.51
S2 89.50 89.50 93.44
S3 85.80 88.11 93.10
S4 82.10 84.41 92.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.13 90.89 4.24 4.5% 1.65 1.8% 73% False False 17,779
10 97.47 90.89 6.58 7.0% 1.89 2.0% 47% False False 20,906
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.58
2.618 97.78
1.618 96.68
1.000 96.00
0.618 95.58
HIGH 94.90
0.618 94.48
0.500 94.35
0.382 94.22
LOW 93.80
0.618 93.12
1.000 92.70
1.618 92.02
2.618 90.92
4.250 89.13
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 94.35 94.17
PP 94.23 94.11
S1 94.11 94.05

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

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