NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 11-Oct-2012

Day Change Summary
	Previous	Current
	10-Oct-2012	11-Oct-2012	Change	Change %	Previous Week
Open	94.23	93.60	-0.63	-0.7%	93.98
High	95.69	95.20	-0.49	-0.5%	95.13
Low	93.47	93.60	0.13	0.1%	90.00
Close	93.70	94.66	0.96	1.0%	92.24
Range	2.22	1.60	-0.62	-27.9%	5.13
ATR	2.23	2.19	-0.05	-2.0%	0.00
Volume	37,119	33,029	-4,090	-11.0%	103,245

Daily Pivots for day following 11-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.29	98.57	95.54
R3	97.69	96.97	95.10
R2	96.09	96.09	94.95
R1	95.37	95.37	94.81	95.73
PP	94.49	94.49	94.49	94.67
S1	93.77	93.77	94.51	94.13
S2	92.89	92.89	94.37
S3	91.29	92.17	94.22
S4	89.69	90.57	93.78

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	95.69	90.76	4.93	5.2%	2.12	2.2%	79%	False	False	28,642
10	95.69	90.00	5.69	6.0%	2.20	2.3%	82%	False	False	23,801
20	101.40	90.00	11.40	12.0%	2.23	2.4%	41%	False	False	25,701

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	102.00
2.618	99.39
1.618	97.79
1.000	96.80
0.618	96.19
HIGH	95.20
0.618	94.59
0.500	94.40
0.382	94.21
LOW	93.60
0.618	92.61
1.000	92.00
1.618	91.01
2.618	89.41
4.250	86.80

Fisher Pivots for day following 11-Oct-2012
Pivot	1 day	3 day
R1	94.57	94.39
PP	94.49	94.12
S1	94.40	93.85

Download as Excel Spreadsheet

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

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