NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 90.08 92.35 2.27 2.5% 93.18
High 92.39 92.71 0.32 0.3% 93.20
Low 89.88 91.40 1.52 1.7% 88.95
Close 91.85 92.19 0.34 0.4% 92.19
Range 2.51 1.31 -1.20 -47.8% 4.25
ATR 2.34 2.27 -0.07 -3.2% 0.00
Volume 237,289 210,195 -27,094 -11.4% 1,146,880
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 96.03 95.42 92.91
R3 94.72 94.11 92.55
R2 93.41 93.41 92.43
R1 92.80 92.80 92.31 92.45
PP 92.10 92.10 92.10 91.93
S1 91.49 91.49 92.07 91.14
S2 90.79 90.79 91.95
S3 89.48 90.18 91.83
S4 88.17 88.87 91.47
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.20 102.44 94.53
R3 99.95 98.19 93.36
R2 95.70 95.70 92.97
R1 93.94 93.94 92.58 92.70
PP 91.45 91.45 91.45 90.82
S1 89.69 89.69 91.80 88.45
S2 87.20 87.20 91.41
S3 82.95 85.44 91.02
S4 78.70 81.19 89.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.20 88.95 4.25 4.6% 2.19 2.4% 76% False False 229,376
10 99.81 88.95 10.86 11.8% 2.63 2.8% 30% False False 229,833
20 100.73 88.95 11.78 12.8% 2.35 2.6% 28% False False 155,951
40 100.73 87.93 12.80 13.9% 2.13 2.3% 33% False False 100,017
60 100.73 84.91 15.82 17.2% 2.14 2.3% 46% False False 75,982
80 100.73 78.83 21.90 23.8% 2.32 2.5% 61% False False 62,121
100 100.73 78.83 21.90 23.8% 2.24 2.4% 61% False False 51,428
120 107.15 78.83 28.32 30.7% 2.11 2.3% 47% False False 44,417
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.51
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.28
2.618 96.14
1.618 94.83
1.000 94.02
0.618 93.52
HIGH 92.71
0.618 92.21
0.500 92.06
0.382 91.90
LOW 91.40
0.618 90.59
1.000 90.09
1.618 89.28
2.618 87.97
4.250 85.83
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 92.15 91.74
PP 92.10 91.28
S1 92.06 90.83

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

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