NYMEX Light Sweet Crude Oil Future March 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 97.16 98.06 0.90 0.9% 97.97
High 98.36 98.50 0.14 0.1% 99.33
Low 96.19 97.43 1.24 1.3% 96.19
Close 98.26 98.46 0.20 0.2% 98.26
Range 2.17 1.07 -1.10 -50.7% 3.14
ATR 1.76 1.71 -0.05 -2.8% 0.00
Volume 20,653 11,473 -9,180 -44.4% 60,593
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 101.34 100.97 99.05
R3 100.27 99.90 98.75
R2 99.20 99.20 98.66
R1 98.83 98.83 98.56 99.02
PP 98.13 98.13 98.13 98.22
S1 97.76 97.76 98.36 97.95
S2 97.06 97.06 98.26
S3 95.99 96.69 98.17
S4 94.92 95.62 97.87
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.35 105.94 99.99
R3 104.21 102.80 99.12
R2 101.07 101.07 98.84
R1 99.66 99.66 98.55 100.37
PP 97.93 97.93 97.93 98.28
S1 96.52 96.52 97.97 97.23
S2 94.79 94.79 97.68
S3 91.65 93.38 97.40
S4 88.51 90.24 96.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.33 96.19 3.14 3.2% 1.93 2.0% 72% False False 14,413
10 99.33 95.83 3.50 3.6% 1.77 1.8% 75% False False 13,514
20 99.62 94.24 5.38 5.5% 1.54 1.6% 78% False False 13,450
40 99.62 88.85 10.77 10.9% 1.58 1.6% 89% False False 10,934
60 99.62 80.62 19.00 19.3% 1.70 1.7% 94% False False 9,335
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 False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 103.05
2.618 101.30
1.618 100.23
1.000 99.57
0.618 99.16
HIGH 98.50
0.618 98.09
0.500 97.97
0.382 97.84
LOW 97.43
0.618 96.77
1.000 96.36
1.618 95.70
2.618 94.63
4.250 92.88
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 98.30 98.23
PP 98.13 97.99
S1 97.97 97.76

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

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