NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 97.32 97.36 0.04 0.0% 97.56
High 97.76 98.33 0.57 0.6% 98.52
Low 96.54 97.32 0.78 0.8% 95.19
Close 97.67 98.25 0.58 0.6% 97.50
Range 1.22 1.01 -0.21 -17.2% 3.33
ATR 1.90 1.84 -0.06 -3.3% 0.00
Volume 17,964 31,961 13,997 77.9% 88,499
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 101.00 100.63 98.81
R3 99.99 99.62 98.53
R2 98.98 98.98 98.44
R1 98.61 98.61 98.34 98.80
PP 97.97 97.97 97.97 98.06
S1 97.60 97.60 98.16 97.79
S2 96.96 96.96 98.06
S3 95.95 96.59 97.97
S4 94.94 95.58 97.69
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% 1.82 1.9% 92% False False 24,602
10 98.52 95.13 3.39 3.5% 1.77 1.8% 92% False False 20,190
20 99.38 94.20 5.18 5.3% 1.74 1.8% 78% False False 18,444
40 99.38 88.25 11.13 11.3% 1.82 1.9% 90% False False 16,018
60 99.38 79.69 19.69 20.0% 2.03 2.1% 94% False False 13,923
80 99.38 79.69 19.69 20.0% 2.01 2.1% 94% False False 12,085
100 107.14 79.69 27.45 27.9% 1.92 2.0% 68% False False 10,676
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 0.51
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 102.62
2.618 100.97
1.618 99.96
1.000 99.34
0.618 98.95
HIGH 98.33
0.618 97.94
0.500 97.83
0.382 97.71
LOW 97.32
0.618 96.70
1.000 96.31
1.618 95.69
2.618 94.68
4.250 93.03
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 98.11 97.75
PP 97.97 97.26
S1 97.83 96.76

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

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