NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 08-Oct-2012

Day Change Summary
	Previous	Current
	05-Oct-2012	08-Oct-2012	Change	Change %	Previous Week
Open	93.42	91.95	-1.47	-1.6%	93.98
High	93.64	92.15	-1.49	-1.6%	95.13
Low	91.28	90.76	-0.52	-0.6%	90.00
Close	92.24	91.72	-0.52	-0.6%	92.24
Range	2.36	1.39	-0.97	-41.1%	5.13
ATR	2.20	2.15	-0.05	-2.3%	0.00
Volume	26,707	29,397	2,690	10.1%	103,245

Daily Pivots for day following 08-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.71	95.11	92.48
R3	94.32	93.72	92.10
R2	92.93	92.93	91.97
R1	92.33	92.33	91.85	91.94
PP	91.54	91.54	91.54	91.35
S1	90.94	90.94	91.59	90.55
S2	90.15	90.15	91.47
S3	88.76	89.55	91.34
S4	87.37	88.16	90.96

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.85	105.17	95.06
R3	102.72	100.04	93.65
R2	97.59	97.59	93.18
R1	94.91	94.91	92.71	93.69
PP	92.46	92.46	92.46	91.84
S1	89.78	89.78	91.77	88.56
S2	87.33	87.33	91.30
S3	82.20	84.65	90.83
S4	77.07	79.52	89.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.90	90.00	4.90	5.3%	2.40	2.6%	35%	False	False	24,213
10	95.13	90.00	5.13	5.6%	2.14	2.3%	34%	False	False	21,983
20	101.40	90.00	11.40	12.4%	2.08	2.3%	15%	False	False	24,490

Crabel Price Patterns
NR	True
NR4	True
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	0.36
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.06
2.618	95.79
1.618	94.40
1.000	93.54
0.618	93.01
HIGH	92.15
0.618	91.62
0.500	91.46
0.382	91.29
LOW	90.76
0.618	89.90
1.000	89.37
1.618	88.51
2.618	87.12
4.250	84.85

Fisher Pivots for day following 08-Oct-2012
Pivot	1 day	3 day
R1	91.63	91.98
PP	91.54	91.89
S1	91.46	91.81

Download as Excel Spreadsheet

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

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