NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 96.77 97.63 0.86 0.9% 98.25
High 97.72 99.33 1.61 1.6% 98.98
Low 96.22 96.45 0.23 0.2% 95.83
Close 97.28 97.32 0.04 0.0% 98.12
Range 1.50 2.88 1.38 92.0% 3.15
ATR 1.64 1.73 0.09 5.4% 0.00
Volume 11,640 13,421 1,781 15.3% 63,075
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 106.34 104.71 98.90
R3 103.46 101.83 98.11
R2 100.58 100.58 97.85
R1 98.95 98.95 97.58 98.33
PP 97.70 97.70 97.70 97.39
S1 96.07 96.07 97.06 95.45
S2 94.82 94.82 96.79
S3 91.94 93.19 96.53
S4 89.06 90.31 95.74
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.09 105.76 99.85
R3 103.94 102.61 98.99
R2 100.79 100.79 98.70
R1 99.46 99.46 98.41 98.55
PP 97.64 97.64 97.64 97.19
S1 96.31 96.31 97.83 95.40
S2 94.49 94.49 97.54
S3 91.34 93.16 97.25
S4 88.19 90.01 96.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.33 95.83 3.50 3.6% 1.88 1.9% 43% True False 14,070
10 99.62 95.83 3.79 3.9% 1.81 1.9% 39% False False 14,000
20 99.62 93.96 5.66 5.8% 1.50 1.5% 59% False False 12,967
40 99.62 87.03 12.59 12.9% 1.58 1.6% 82% False False 10,459
60 99.62 80.62 19.00 19.5% 1.70 1.7% 88% False False 9,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 111.57
2.618 106.87
1.618 103.99
1.000 102.21
0.618 101.11
HIGH 99.33
0.618 98.23
0.500 97.89
0.382 97.55
LOW 96.45
0.618 94.67
1.000 93.57
1.618 91.79
2.618 88.91
4.250 84.21
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 97.89 97.78
PP 97.70 97.62
S1 97.51 97.47

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

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