NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 04-Oct-2012

Day Change Summary
	Previous	Current
	03-Oct-2012	04-Oct-2012	Change	Change %	Previous Week
Open	92.90	89.50	-3.40	-3.7%	93.90
High	92.99	93.01	0.02	0.0%	94.19
Low	89.01	89.21	0.20	0.2%	90.19
Close	89.41	92.90	3.49	3.9%	93.42
Range	3.98	3.80	-0.18	-4.5%	4.00
ATR	2.12	2.24	0.12	5.6%	0.00
Volume	16,713	30,209	13,496	80.8%	76,442

Daily Pivots for day following 04-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.11	101.80	94.99
R3	99.31	98.00	93.95
R2	95.51	95.51	93.60
R1	94.20	94.20	93.25	94.86
PP	91.71	91.71	91.71	92.03
S1	90.40	90.40	92.55	91.06
S2	87.91	87.91	92.20
S3	84.11	86.60	91.86
S4	80.31	82.80	90.81

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	89.01	5.45	5.9%	2.39	2.6%	71%	False	False	16,467
10	94.84	89.01	5.83	6.3%	2.18	2.3%	67%	False	False	16,659
20	101.53	89.01	12.52	13.5%	2.25	2.4%	31%	False	False	17,522
40	101.53	89.01	12.52	13.5%	1.90	2.0%	31%	False	False	13,691
60	101.53	86.74	14.79	15.9%	1.84	2.0%	42%	False	False	11,477
80	101.53	80.09	21.44	23.1%	1.93	2.1%	60%	False	False	9,949

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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.16
2.618	102.96
1.618	99.16
1.000	96.81
0.618	95.36
HIGH	93.01
0.618	91.56
0.500	91.11
0.382	90.66
LOW	89.21
0.618	86.86
1.000	85.41
1.618	83.06
2.618	79.26
4.250	73.06

Fisher Pivots for day following 04-Oct-2012
Pivot	1 day	3 day
R1	92.30	92.46
PP	91.71	92.01
S1	91.11	91.57

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols