NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 92.52 94.23 1.71 1.8% 93.98
High 95.06 95.69 0.63 0.7% 95.13
Low 92.01 93.47 1.46 1.6% 90.00
Close 94.68 93.70 -0.98 -1.0% 92.24
Range 3.05 2.22 -0.83 -27.2% 5.13
ATR 2.23 2.23 0.00 0.0% 0.00
Volume 16,960 37,119 20,159 118.9% 103,245
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 100.95 99.54 94.92
R3 98.73 97.32 94.31
R2 96.51 96.51 94.11
R1 95.10 95.10 93.90 94.70
PP 94.29 94.29 94.29 94.08
S1 92.88 92.88 93.50 92.48
S2 92.07 92.07 93.29
S3 89.85 90.66 93.09
S4 87.63 88.44 92.48
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.85 105.17 95.06
R3 102.72 100.04 93.65
R2 97.59 97.59 93.18
R1 94.91 94.91 92.71 93.69
PP 92.46 92.46 92.46 91.84
S1 89.78 89.78 91.77 88.56
S2 87.33 87.33 91.30
S3 82.20 84.65 90.83
S4 77.07 79.52 89.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.69 90.24 5.45 5.8% 2.50 2.7% 63% True False 29,300
10 95.69 90.00 5.69 6.1% 2.25 2.4% 65% True False 22,767
20 101.40 90.00 11.40 12.2% 2.24 2.4% 32% False False 25,213
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.13
2.618 101.50
1.618 99.28
1.000 97.91
0.618 97.06
HIGH 95.69
0.618 94.84
0.500 94.58
0.382 94.32
LOW 93.47
0.618 92.10
1.000 91.25
1.618 89.88
2.618 87.66
4.250 84.04
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 94.58 93.54
PP 94.29 93.38
S1 93.99 93.23

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

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