NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 91.20 92.10 0.90 1.0% 93.26
High 91.54 94.54 3.00 3.3% 95.00
Low 90.50 91.42 0.92 1.0% 89.75
Close 91.33 94.39 3.06 3.4% 91.86
Range 1.04 3.12 2.08 200.0% 5.25
ATR 1.94 2.03 0.09 4.7% 0.00
Volume 10,258 5,465 -4,793 -46.7% 25,062
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.81 101.72 96.11
R3 99.69 98.60 95.25
R2 96.57 96.57 94.96
R1 95.48 95.48 94.68 96.03
PP 93.45 93.45 93.45 93.72
S1 92.36 92.36 94.10 92.91
S2 90.33 90.33 93.82
S3 87.21 89.24 93.53
S4 84.09 86.12 92.67
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.95 105.16 94.75
R3 102.70 99.91 93.30
R2 97.45 97.45 92.82
R1 94.66 94.66 92.34 93.43
PP 92.20 92.20 92.20 91.59
S1 89.41 89.41 91.38 88.18
S2 86.95 86.95 90.90
S3 81.70 84.16 90.42
S4 76.45 78.91 88.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.54 89.75 4.79 5.1% 2.68 2.8% 97% True False 6,761
10 95.00 89.75 5.25 5.6% 2.05 2.2% 88% False False 5,906
20 101.50 89.75 11.75 12.4% 1.98 2.1% 39% False False 8,184
40 101.50 89.75 11.75 12.4% 1.57 1.7% 39% False False 7,050
60 101.50 89.34 12.16 12.9% 1.44 1.5% 42% False False 6,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.80
2.618 102.71
1.618 99.59
1.000 97.66
0.618 96.47
HIGH 94.54
0.618 93.35
0.500 92.98
0.382 92.61
LOW 91.42
0.618 89.49
1.000 88.30
1.618 86.37
2.618 83.25
4.250 78.16
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 93.92 93.77
PP 93.45 93.14
S1 92.98 92.52

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

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