NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 97.50 97.51 0.01 0.0% 97.07
High 98.69 99.19 0.50 0.5% 98.30
Low 96.97 97.14 0.17 0.2% 94.73
Close 97.66 98.92 1.26 1.3% 97.06
Range 1.72 2.05 0.33 19.2% 3.57
ATR 1.96 1.96 0.01 0.3% 0.00
Volume 61,429 64,944 3,515 5.7% 296,546
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.57 103.79 100.05
R3 102.52 101.74 99.48
R2 100.47 100.47 99.30
R1 99.69 99.69 99.11 100.08
PP 98.42 98.42 98.42 98.61
S1 97.64 97.64 98.73 98.03
S2 96.37 96.37 98.54
S3 94.32 95.59 98.36
S4 92.27 93.54 97.79
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.41 105.80 99.02
R3 103.84 102.23 98.04
R2 100.27 100.27 97.71
R1 98.66 98.66 97.39 97.68
PP 96.70 96.70 96.70 96.21
S1 95.09 95.09 96.73 94.11
S2 93.13 93.13 96.41
S3 89.56 91.52 96.08
S4 85.99 87.95 95.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.19 94.73 4.46 4.5% 1.76 1.8% 94% True False 70,140
10 99.19 94.63 4.56 4.6% 1.98 2.0% 94% True False 64,398
20 99.19 94.63 4.56 4.6% 1.87 1.9% 94% True False 62,210
40 99.19 87.84 11.35 11.5% 2.02 2.0% 98% True False 55,786
60 99.19 79.12 20.07 20.3% 2.23 2.3% 99% True False 53,032
80 99.19 79.12 20.07 20.3% 2.29 2.3% 99% True False 51,143
100 107.29 79.12 28.17 28.5% 2.21 2.2% 70% False False 50,312
120 109.39 79.12 30.27 30.6% 2.15 2.2% 65% False False 48,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.90
2.618 104.56
1.618 102.51
1.000 101.24
0.618 100.46
HIGH 99.19
0.618 98.41
0.500 98.17
0.382 97.92
LOW 97.14
0.618 95.87
1.000 95.09
1.618 93.82
2.618 91.77
4.250 88.43
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 98.67 98.61
PP 98.42 98.29
S1 98.17 97.98

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

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