NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 96.38 95.61 -0.77 -0.8% 96.67
High 97.37 96.03 -1.34 -1.4% 97.72
Low 94.97 94.26 -0.71 -0.7% 93.95
Close 95.30 95.36 0.06 0.1% 96.47
Range 2.40 1.77 -0.63 -26.3% 3.77
ATR 2.08 2.05 -0.02 -1.1% 0.00
Volume 256,147 233,044 -23,103 -9.0% 951,471
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 100.53 99.71 96.33
R3 98.76 97.94 95.85
R2 96.99 96.99 95.68
R1 96.17 96.17 95.52 95.70
PP 95.22 95.22 95.22 94.98
S1 94.40 94.40 95.20 93.93
S2 93.45 93.45 95.04
S3 91.68 92.63 94.87
S4 89.91 90.86 94.39
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% 1.97 2.1% 41% False False 206,319
10 98.29 93.95 4.34 4.6% 2.01 2.1% 32% False False 205,453
20 98.29 91.97 6.32 6.6% 1.87 2.0% 54% False False 161,273
40 98.29 84.87 13.42 14.1% 2.08 2.2% 78% False False 105,123
60 98.29 78.16 20.13 21.1% 2.31 2.4% 85% False False 80,549
80 98.29 78.16 20.13 21.1% 2.33 2.4% 85% False False 64,553
100 107.12 78.16 28.96 30.4% 2.20 2.3% 59% False False 54,177
120 109.80 78.16 31.64 33.2% 2.12 2.2% 54% False False 46,713
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 True
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.55
2.618 100.66
1.618 98.89
1.000 97.80
0.618 97.12
HIGH 96.03
0.618 95.35
0.500 95.15
0.382 94.94
LOW 94.26
0.618 93.17
1.000 92.49
1.618 91.40
2.618 89.63
4.250 86.74
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 95.29 95.82
PP 95.22 95.66
S1 95.15 95.51

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

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