NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 96.00 94.70 -1.30 -1.4% 96.38
High 97.71 96.74 -0.97 -1.0% 97.71
Low 94.59 94.08 -0.51 -0.5% 94.08
Close 95.53 96.42 0.89 0.9% 96.42
Range 3.12 2.66 -0.46 -14.7% 3.63
ATR 2.13 2.17 0.04 1.8% 0.00
Volume 327,082 293,026 -34,056 -10.4% 1,109,299
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 103.73 102.73 97.88
R3 101.07 100.07 97.15
R2 98.41 98.41 96.91
R1 97.41 97.41 96.66 97.91
PP 95.75 95.75 95.75 96.00
S1 94.75 94.75 96.18 95.25
S2 93.09 93.09 95.93
S3 90.43 92.09 95.69
S4 87.77 89.43 94.96
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 106.96 105.32 98.42
R3 103.33 101.69 97.42
R2 99.70 99.70 97.09
R1 98.06 98.06 96.75 98.88
PP 96.07 96.07 96.07 96.48
S1 94.43 94.43 96.09 95.25
S2 92.44 92.44 95.75
S3 88.81 90.80 95.42
S4 85.18 87.17 94.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.71 94.08 3.63 3.8% 2.47 2.6% 64% False True 271,672
10 97.72 93.95 3.77 3.9% 2.21 2.3% 66% False False 225,103
20 98.29 91.97 6.32 6.6% 2.01 2.1% 70% False False 182,149
40 98.29 86.39 11.90 12.3% 2.11 2.2% 84% False False 119,326
60 98.29 78.16 20.13 20.9% 2.34 2.4% 91% False False 90,147
80 98.29 78.16 20.13 20.9% 2.35 2.4% 91% False False 71,897
100 107.12 78.16 28.96 30.0% 2.23 2.3% 63% False False 60,135
120 109.50 78.16 31.34 32.5% 2.15 2.2% 58% False False 51,666
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.05
2.618 103.70
1.618 101.04
1.000 99.40
0.618 98.38
HIGH 96.74
0.618 95.72
0.500 95.41
0.382 95.10
LOW 94.08
0.618 92.44
1.000 91.42
1.618 89.78
2.618 87.12
4.250 82.78
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 96.08 96.25
PP 95.75 96.07
S1 95.41 95.90

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

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