NYMEX Light Sweet Crude Oil Future May 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	93.16	90.35	-2.81	-3.0%	93.73
High	93.16	93.67	0.51	0.5%	94.58
Low	90.23	90.35	0.12	0.1%	91.14
Close	90.30	93.62	3.32	3.7%	94.11
Range	2.93	3.32	0.39	13.3%	3.44
ATR	1.58	1.70	0.13	8.1%	0.00
Volume	2,905	7,003	4,098	141.1%	27,948

Daily Pivots for day following 04-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.51	101.38	95.45
R3	99.19	98.06	94.53
R2	95.87	95.87	94.23
R1	94.74	94.74	93.92	95.31
PP	92.55	92.55	92.55	92.83
S1	91.42	91.42	93.32	91.99
S2	89.23	89.23	93.01
S3	85.91	88.10	92.71
S4	82.59	84.78	91.79

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.60	102.29	96.00
R3	100.16	98.85	95.06
R2	96.72	96.72	94.74
R1	95.41	95.41	94.43	96.07
PP	93.28	93.28	93.28	93.60
S1	91.97	91.97	93.79	92.63
S2	89.84	89.84	93.48
S3	86.40	88.53	93.16
S4	82.96	85.09	92.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.78	90.23	4.55	4.9%	1.76	1.9%	75%	False	False	3,481
10	95.14	90.23	4.91	5.2%	1.60	1.7%	69%	False	False	4,519
20	101.54	90.23	11.31	12.1%	1.58	1.7%	30%	False	False	6,551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	107.78
2.618	102.36
1.618	99.04
1.000	96.99
0.618	95.72
HIGH	93.67
0.618	92.40
0.500	92.01
0.382	91.62
LOW	90.35
0.618	88.30
1.000	87.03
1.618	84.98
2.618	81.66
4.250	76.24

Fisher Pivots for day following 04-Oct-2012
Pivot	1 day	3 day
R1	93.08	93.23
PP	92.55	92.84
S1	92.01	92.45

Download as Excel Spreadsheet

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

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