NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 98.07 99.16 1.09 1.1% 97.32
High 99.56 101.19 1.63 1.6% 101.19
Low 97.58 99.13 1.55 1.6% 96.54
Close 99.27 99.95 0.68 0.7% 99.95
Range 1.98 2.06 0.08 4.0% 4.65
ATR 1.84 1.85 0.02 0.9% 0.00
Volume 20,950 39,129 18,179 86.8% 129,905
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 106.27 105.17 101.08
R3 104.21 103.11 100.52
R2 102.15 102.15 100.33
R1 101.05 101.05 100.14 101.60
PP 100.09 100.09 100.09 100.37
S1 98.99 98.99 99.76 99.54
S2 98.03 98.03 99.57
S3 95.97 96.93 99.38
S4 93.91 94.87 98.82
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 113.18 111.21 102.51
R3 108.53 106.56 101.23
R2 103.88 103.88 100.80
R1 101.91 101.91 100.38 102.90
PP 99.23 99.23 99.23 99.72
S1 97.26 97.26 99.52 98.25
S2 94.58 94.58 99.10
S3 89.93 92.61 98.67
S4 85.28 87.96 97.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.19 96.54 4.65 4.7% 1.59 1.6% 73% True False 25,981
10 101.19 95.19 6.00 6.0% 1.91 1.9% 79% True False 23,753
20 101.19 95.13 6.06 6.1% 1.78 1.8% 80% True False 19,623
40 101.19 88.25 12.94 12.9% 1.84 1.8% 90% True False 17,121
60 101.19 79.69 21.50 21.5% 1.99 2.0% 94% True False 15,016
80 101.19 79.69 21.50 21.5% 2.04 2.0% 94% True False 12,947
100 107.14 79.69 27.45 27.5% 1.95 1.9% 74% False False 11,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 109.95
2.618 106.58
1.618 104.52
1.000 103.25
0.618 102.46
HIGH 101.19
0.618 100.40
0.500 100.16
0.382 99.92
LOW 99.13
0.618 97.86
1.000 97.07
1.618 95.80
2.618 93.74
4.250 90.38
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 100.16 99.73
PP 100.09 99.51
S1 100.02 99.30

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

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