NYMEX Light Sweet Crude Oil Future January 2013


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 97.56 96.46 -1.10 -1.1% 97.86
High 98.33 97.03 -1.30 -1.3% 98.64
Low 96.16 95.45 -0.71 -0.7% 95.13
Close 96.43 96.49 0.06 0.1% 97.49
Range 2.17 1.58 -0.59 -27.2% 3.51
ATR 1.87 1.85 -0.02 -1.1% 0.00
Volume 15,414 24,946 9,532 61.8% 77,386
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 101.06 100.36 97.36
R3 99.48 98.78 96.92
R2 97.90 97.90 96.78
R1 97.20 97.20 96.63 97.55
PP 96.32 96.32 96.32 96.50
S1 95.62 95.62 96.35 95.97
S2 94.74 94.74 96.20
S3 93.16 94.04 96.06
S4 91.58 92.46 95.62
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.62 106.06 99.42
R3 104.11 102.55 98.46
R2 100.60 100.60 98.13
R1 99.04 99.04 97.81 98.07
PP 97.09 97.09 97.09 96.60
S1 95.53 95.53 97.17 94.56
S2 93.58 93.58 96.85
S3 90.07 92.02 96.52
S4 86.56 88.51 95.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.33 95.13 3.20 3.3% 1.78 1.8% 43% False False 17,822
10 99.38 95.13 4.25 4.4% 1.84 1.9% 32% False False 17,280
20 99.38 93.13 6.25 6.5% 1.66 1.7% 54% False False 17,373
40 99.38 86.38 13.00 13.5% 1.83 1.9% 78% False False 14,523
60 99.38 79.69 19.69 20.4% 2.01 2.1% 85% False False 12,697
80 99.38 79.69 19.69 20.4% 2.01 2.1% 85% False False 11,093
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 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.75
2.618 101.17
1.618 99.59
1.000 98.61
0.618 98.01
HIGH 97.03
0.618 96.43
0.500 96.24
0.382 96.05
LOW 95.45
0.618 94.47
1.000 93.87
1.618 92.89
2.618 91.31
4.250 88.74
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 96.41 96.89
PP 96.32 96.76
S1 96.24 96.62

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

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