NYMEX Light Sweet Crude Oil Future February 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	92.86	93.60	0.74	0.8%	93.90
High	94.46	94.12	-0.34	-0.4%	94.19
Low	92.59	92.94	0.35	0.4%	90.19
Close	93.70	93.14	-0.56	-0.6%	93.42
Range	1.87	1.18	-0.69	-36.9%	4.00
ATR	2.03	1.97	-0.06	-3.0%	0.00
Volume	9,783	16,589	6,806	69.6%	76,442

Daily Pivots for day following 02-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.94	96.22	93.79
R3	95.76	95.04	93.46
R2	94.58	94.58	93.36
R1	93.86	93.86	93.25	93.63
PP	93.40	93.40	93.40	93.29
S1	92.68	92.68	93.03	92.45
S2	92.22	92.22	92.92
S3	91.04	91.50	92.82
S4	89.86	90.32	92.49

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.60	103.01	95.62
R3	100.60	99.01	94.52
R2	96.60	96.60	94.15
R1	95.01	95.01	93.79	93.81
PP	92.60	92.60	92.60	92.00
S1	91.01	91.01	93.05	89.81
S2	88.60	88.60	92.69
S3	84.60	87.01	92.32
S4	80.60	83.01	91.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.46	90.19	4.27	4.6%	1.72	1.9%	69%	False	False	13,954
10	97.23	90.19	7.04	7.6%	2.09	2.2%	42%	False	False	14,649
20	101.53	90.19	11.34	12.2%	2.06	2.2%	26%	False	False	16,324
40	101.53	90.19	11.34	12.2%	1.79	1.9%	26%	False	False	12,913
60	101.53	86.36	15.17	16.3%	1.78	1.9%	45%	False	False	10,856
80	101.53	80.09	21.44	23.0%	1.88	2.0%	61%	False	False	9,501

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.14
2.618	97.21
1.618	96.03
1.000	95.30
0.618	94.85
HIGH	94.12
0.618	93.67
0.500	93.53
0.382	93.39
LOW	92.94
0.618	92.21
1.000	91.76
1.618	91.03
2.618	89.85
4.250	87.93

Fisher Pivots for day following 02-Oct-2012
Pivot	1 day	3 day
R1	93.53	93.53
PP	93.40	93.40
S1	93.27	93.27

Download as Excel Spreadsheet

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

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