NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 03-Oct-2012

Day Change Summary
	Previous	Current
	02-Oct-2012	03-Oct-2012	Change	Change %	Previous Week
Open	94.67	93.16	-1.51	-1.6%	93.73
High	94.67	93.16	-1.51	-1.6%	94.58
Low	93.76	90.23	-3.53	-3.8%	91.14
Close	93.92	90.30	-3.62	-3.9%	94.11
Range	0.91	2.93	2.02	222.0%	3.44
ATR	1.41	1.58	0.16	11.5%	0.00
Volume	1,878	2,905	1,027	54.7%	27,948

Daily Pivots for day following 03-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.02	98.09	91.91
R3	97.09	95.16	91.11
R2	94.16	94.16	90.84
R1	92.23	92.23	90.57	91.73
PP	91.23	91.23	91.23	90.98
S1	89.30	89.30	90.03	88.80
S2	88.30	88.30	89.76
S3	85.37	86.37	89.49
S4	82.44	83.44	88.69

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.60	102.29	96.00
R3	100.16	98.85	95.06
R2	96.72	96.72	94.74
R1	95.41	95.41	94.43	96.07
PP	93.28	93.28	93.28	93.60
S1	91.97	91.97	93.79	92.63
S2	89.84	89.84	93.48
S3	86.40	88.53	93.16
S4	82.96	85.09	92.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.78	90.23	4.55	5.0%	1.47	1.6%	2%	False	True	2,861
10	95.14	90.23	4.91	5.4%	1.39	1.5%	1%	False	True	4,873
20	101.54	90.23	11.31	12.5%	1.52	1.7%	1%	False	True	6,426

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	105.61
2.618	100.83
1.618	97.90
1.000	96.09
0.618	94.97
HIGH	93.16
0.618	92.04
0.500	91.70
0.382	91.35
LOW	90.23
0.618	88.42
1.000	87.30
1.618	85.49
2.618	82.56
4.250	77.78

Fisher Pivots for day following 03-Oct-2012
Pivot	1 day	3 day
R1	91.70	92.51
PP	91.23	91.77
S1	90.77	91.04

Download as Excel Spreadsheet

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

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