NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 94.75 96.38 1.63 1.7% 96.67
High 96.92 97.37 0.45 0.5% 97.72
Low 94.51 94.97 0.46 0.5% 93.95
Close 96.47 95.30 -1.17 -1.2% 96.47
Range 2.41 2.40 -0.01 -0.4% 3.77
ATR 2.05 2.08 0.02 1.2% 0.00
Volume 249,063 256,147 7,084 2.8% 951,471
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 103.08 101.59 96.62
R3 100.68 99.19 95.96
R2 98.28 98.28 95.74
R1 96.79 96.79 95.52 96.34
PP 95.88 95.88 95.88 95.65
S1 94.39 94.39 95.08 93.94
S2 93.48 93.48 94.86
S3 91.08 91.99 94.64
S4 88.68 89.59 93.98
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.36 105.68 98.54
R3 103.59 101.91 97.51
R2 99.82 99.82 97.16
R1 98.14 98.14 96.82 97.10
PP 96.05 96.05 96.05 95.52
S1 94.37 94.37 96.12 93.33
S2 92.28 92.28 95.78
S3 88.51 90.60 95.43
S4 84.74 86.83 94.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.37 93.95 3.42 3.6% 1.89 2.0% 39% True False 197,288
10 98.29 93.95 4.34 4.6% 2.02 2.1% 31% False False 203,129
20 98.29 91.97 6.32 6.6% 1.91 2.0% 53% False False 153,154
40 98.29 84.46 13.83 14.5% 2.09 2.2% 78% False False 100,056
60 98.29 78.16 20.13 21.1% 2.37 2.5% 85% False False 77,162
80 98.29 78.16 20.13 21.1% 2.32 2.4% 85% False False 61,839
100 107.12 78.16 28.96 30.4% 2.19 2.3% 59% False False 51,994
120 109.80 78.16 31.64 33.2% 2.12 2.2% 54% False False 44,847
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.57
2.618 103.65
1.618 101.25
1.000 99.77
0.618 98.85
HIGH 97.37
0.618 96.45
0.500 96.17
0.382 95.89
LOW 94.97
0.618 93.49
1.000 92.57
1.618 91.09
2.618 88.69
4.250 84.77
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 96.17 95.66
PP 95.88 95.54
S1 95.59 95.42

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

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