NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 91.85 93.80 1.95 2.1% 92.89
High 94.56 95.21 0.65 0.7% 94.83
Low 91.24 92.80 1.56 1.7% 89.46
Close 94.13 93.00 -1.13 -1.2% 91.57
Range 3.32 2.41 -0.91 -27.4% 5.37
ATR 2.25 2.26 0.01 0.5% 0.00
Volume 14,518 27,251 12,733 87.7% 88,559
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 100.90 99.36 94.33
R3 98.49 96.95 93.66
R2 96.08 96.08 93.44
R1 94.54 94.54 93.22 94.11
PP 93.67 93.67 93.67 93.45
S1 92.13 92.13 92.78 91.70
S2 91.26 91.26 92.56
S3 88.85 89.72 92.34
S4 86.44 87.31 91.67
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 108.06 105.19 94.52
R3 102.69 99.82 93.05
R2 97.32 97.32 92.55
R1 94.45 94.45 92.06 93.20
PP 91.95 91.95 91.95 91.33
S1 89.08 89.08 91.08 87.83
S2 86.58 86.58 90.59
S3 81.21 83.71 90.09
S4 75.84 78.34 88.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.21 89.54 5.67 6.1% 2.63 2.8% 61% True False 23,343
10 95.21 89.46 5.75 6.2% 2.30 2.5% 62% True False 18,461
20 101.78 89.46 12.32 13.2% 2.33 2.5% 29% False False 18,420
40 101.78 89.46 12.32 13.2% 1.93 2.1% 29% False False 16,238
60 101.78 88.85 12.93 13.9% 1.81 1.9% 32% False False 13,920
80 101.78 80.62 21.16 22.8% 1.86 2.0% 59% False False 11,973
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.45
2.618 101.52
1.618 99.11
1.000 97.62
0.618 96.70
HIGH 95.21
0.618 94.29
0.500 94.01
0.382 93.72
LOW 92.80
0.618 91.31
1.000 90.39
1.618 88.90
2.618 86.49
4.250 82.56
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 94.01 92.87
PP 93.67 92.74
S1 93.34 92.61

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

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