NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 93.60 94.88 1.28 1.4% 91.95
High 95.20 95.07 -0.13 -0.1% 95.69
Low 93.60 93.78 0.18 0.2% 90.76
Close 94.66 94.37 -0.29 -0.3% 94.37
Range 1.60 1.29 -0.31 -19.4% 4.93
ATR 2.19 2.12 -0.06 -2.9% 0.00
Volume 33,029 21,474 -11,555 -35.0% 137,979
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.28 97.61 95.08
R3 96.99 96.32 94.72
R2 95.70 95.70 94.61
R1 95.03 95.03 94.49 94.72
PP 94.41 94.41 94.41 94.25
S1 93.74 93.74 94.25 93.43
S2 93.12 93.12 94.13
S3 91.83 92.45 94.02
S4 90.54 91.16 93.66
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 108.40 106.31 97.08
R3 103.47 101.38 95.73
R2 98.54 98.54 95.27
R1 96.45 96.45 94.82 97.50
PP 93.61 93.61 93.61 94.13
S1 91.52 91.52 93.92 92.57
S2 88.68 88.68 93.47
S3 83.75 86.59 93.01
S4 78.82 81.66 91.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.69 90.76 4.93 5.2% 1.91 2.0% 73% False False 27,595
10 95.69 90.00 5.69 6.0% 2.21 2.3% 77% False False 24,122
20 100.60 90.00 10.60 11.2% 2.21 2.3% 41% False False 24,909
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 100.55
2.618 98.45
1.618 97.16
1.000 96.36
0.618 95.87
HIGH 95.07
0.618 94.58
0.500 94.43
0.382 94.27
LOW 93.78
0.618 92.98
1.000 92.49
1.618 91.69
2.618 90.40
4.250 88.30
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 94.43 94.58
PP 94.41 94.51
S1 94.39 94.44

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

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