NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 95.93 97.32 1.39 1.4% 97.56
High 97.70 97.76 0.06 0.1% 98.52
Low 95.19 96.54 1.35 1.4% 95.19
Close 97.50 97.67 0.17 0.2% 97.50
Range 2.51 1.22 -1.29 -51.4% 3.33
ATR 1.95 1.90 -0.05 -2.7% 0.00
Volume 25,204 17,964 -7,240 -28.7% 88,499
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 100.98 100.55 98.34
R3 99.76 99.33 98.01
R2 98.54 98.54 97.89
R1 98.11 98.11 97.78 98.33
PP 97.32 97.32 97.32 97.43
S1 96.89 96.89 97.56 97.11
S2 96.10 96.10 97.45
S3 94.88 95.67 97.33
S4 93.66 94.45 97.00
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.06 105.61 99.33
R3 103.73 102.28 98.42
R2 100.40 100.40 98.11
R1 98.95 98.95 97.81 98.01
PP 97.07 97.07 97.07 96.60
S1 95.62 95.62 97.19 94.68
S2 93.74 93.74 96.89
S3 90.41 92.29 96.58
S4 87.08 88.96 95.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.52 95.19 3.33 3.4% 2.05 2.1% 74% False False 21,292
10 98.64 95.13 3.51 3.6% 1.97 2.0% 72% False False 18,384
20 99.38 93.57 5.81 5.9% 1.78 1.8% 71% False False 17,800
40 99.38 88.25 11.13 11.4% 1.84 1.9% 85% False False 15,428
60 99.38 79.69 19.69 20.2% 2.03 2.1% 91% False False 13,498
80 99.38 79.69 19.69 20.2% 2.02 2.1% 91% False False 11,765
100 107.14 79.69 27.45 28.1% 1.92 2.0% 66% False False 10,419
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.58
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 102.95
2.618 100.95
1.618 99.73
1.000 98.98
0.618 98.51
HIGH 97.76
0.618 97.29
0.500 97.15
0.382 97.01
LOW 96.54
0.618 95.79
1.000 95.32
1.618 94.57
2.618 93.35
4.250 91.36
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 97.50 97.40
PP 97.32 97.13
S1 97.15 96.86

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

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