NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 01-Oct-2012

Day Change Summary
	Previous	Current
	28-Sep-2012	01-Oct-2012	Change	Change %	Previous Week
Open	94.14	93.98	-0.16	-0.2%	93.71
High	94.50	95.13	0.63	0.7%	94.59
Low	93.36	93.20	-0.16	-0.2%	90.89
Close	94.12	94.45	0.33	0.4%	94.12
Range	1.14	1.93	0.79	69.3%	3.70
ATR	2.01	2.01	-0.01	-0.3%	0.00
Volume	18,264	11,576	-6,688	-36.6%	111,610

Daily Pivots for day following 01-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.05	99.18	95.51
R3	98.12	97.25	94.98
R2	96.19	96.19	94.80
R1	95.32	95.32	94.63	95.76
PP	94.26	94.26	94.26	94.48
S1	93.39	93.39	94.27	93.83
S2	92.33	92.33	94.10
S3	90.40	91.46	93.92
S4	88.47	89.53	93.39

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.30	102.91	96.16
R3	100.60	99.21	95.14
R2	96.90	96.90	94.80
R1	95.51	95.51	94.46	96.21
PP	93.20	93.20	93.20	93.55
S1	91.81	91.81	93.78	92.51
S2	89.50	89.50	93.44
S3	85.80	88.11	93.10
S4	82.10	84.41	92.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.13	90.89	4.24	4.5%	1.87	2.0%	84%	True	False	19,753
10	98.50	90.89	7.61	8.1%	1.97	2.1%	47%	False	False	22,233

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.33
2.618	100.18
1.618	98.25
1.000	97.06
0.618	96.32
HIGH	95.13
0.618	94.39
0.500	94.17
0.382	93.94
LOW	93.20
0.618	92.01
1.000	91.27
1.618	90.08
2.618	88.15
4.250	85.00

Fisher Pivots for day following 01-Oct-2012
Pivot	1 day	3 day
R1	94.36	94.14
PP	94.26	93.82
S1	94.17	93.51

Download as Excel Spreadsheet

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

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