NYMEX Light Sweet Crude Oil Future June 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	93.70	90.40	-3.30	-3.5%	93.71
High	93.70	93.71	0.01	0.0%	94.59
Low	90.00	90.24	0.24	0.3%	90.89
Close	90.40	93.64	3.24	3.6%	94.12
Range	3.70	3.47	-0.23	-6.2%	3.70
ATR	2.09	2.19	0.10	4.7%	0.00
Volume	16,841	36,320	19,479	115.7%	111,610

Daily Pivots for day following 04-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.94	101.76	95.55
R3	99.47	98.29	94.59
R2	96.00	96.00	94.28
R1	94.82	94.82	93.96	95.41
PP	92.53	92.53	92.53	92.83
S1	91.35	91.35	93.32	91.94
S2	89.06	89.06	93.00
S3	85.59	87.88	92.69
S4	82.12	84.41	91.73

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	90.00	5.13	5.5%	2.27	2.4%	71%	False	False	18,960
10	95.13	90.00	5.13	5.5%	1.95	2.1%	71%	False	False	21,217

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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.46
2.618	102.79
1.618	99.32
1.000	97.18
0.618	95.85
HIGH	93.71
0.618	92.38
0.500	91.98
0.382	91.57
LOW	90.24
0.618	88.10
1.000	86.77
1.618	84.63
2.618	81.16
4.250	75.49

Fisher Pivots for day following 04-Oct-2012
Pivot	1 day	3 day
R1	93.09	93.24
PP	92.53	92.85
S1	91.98	92.45

Download as Excel Spreadsheet

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

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