NYMEX Light Sweet Crude Oil Future March 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 92.89 94.10 1.21 1.3% 94.22
High 94.83 94.31 -0.52 -0.5% 94.39
Low 92.89 93.28 0.39 0.4% 90.58
Close 94.04 93.49 -0.55 -0.6% 93.76
Range 1.94 1.03 -0.91 -46.9% 3.81
ATR 1.97 1.91 -0.07 -3.4% 0.00
Volume 12,960 12,998 38 0.3% 76,902
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 96.78 96.17 94.06
R3 95.75 95.14 93.77
R2 94.72 94.72 93.68
R1 94.11 94.11 93.58 93.90
PP 93.69 93.69 93.69 93.59
S1 93.08 93.08 93.40 92.87
S2 92.66 92.66 93.30
S3 91.63 92.05 93.21
S4 90.60 91.02 92.92
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.34 102.86 95.86
R3 100.53 99.05 94.81
R2 96.72 96.72 94.46
R1 95.24 95.24 94.11 94.08
PP 92.91 92.91 92.91 92.33
S1 91.43 91.43 93.41 90.27
S2 89.10 89.10 93.06
S3 85.29 87.62 92.71
S4 81.48 83.81 91.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.83 90.58 4.25 4.5% 1.66 1.8% 68% False False 12,668
10 97.58 90.58 7.00 7.5% 2.01 2.2% 42% False False 15,031
20 101.78 90.58 11.20 12.0% 1.99 2.1% 26% False False 16,595
40 101.78 90.58 11.20 12.0% 1.71 1.8% 26% False False 14,809
60 101.78 86.75 15.03 16.1% 1.69 1.8% 45% False False 12,246
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 98.69
2.618 97.01
1.618 95.98
1.000 95.34
0.618 94.95
HIGH 94.31
0.618 93.92
0.500 93.80
0.382 93.67
LOW 93.28
0.618 92.64
1.000 92.25
1.618 91.61
2.618 90.58
4.250 88.90
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 93.80 93.86
PP 93.69 93.74
S1 93.59 93.61

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

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