NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 98.90 98.96 0.06 0.1% 97.97
High 99.69 100.18 0.49 0.5% 99.33
Low 98.45 98.38 -0.07 -0.1% 96.19
Close 98.79 99.86 1.07 1.1% 98.26
Range 1.24 1.80 0.56 45.2% 3.14
ATR 1.63 1.65 0.01 0.7% 0.00
Volume 19,002 16,107 -2,895 -15.2% 60,593
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.87 104.17 100.85
R3 103.07 102.37 100.36
R2 101.27 101.27 100.19
R1 100.57 100.57 100.03 100.92
PP 99.47 99.47 99.47 99.65
S1 98.77 98.77 99.70 99.12
S2 97.67 97.67 99.53
S3 95.87 96.97 99.37
S4 94.07 95.17 98.87
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
5 100.18 96.19 3.99 4.0% 1.46 1.5% 92% True False 16,897
10 100.18 95.83 4.35 4.4% 1.67 1.7% 93% True False 15,483
20 100.18 95.83 4.35 4.4% 1.54 1.5% 93% True False 14,358
40 100.18 88.85 11.33 11.3% 1.57 1.6% 97% True False 11,955
60 100.18 80.62 19.56 19.6% 1.72 1.7% 98% True False 10,018
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.83
2.618 104.89
1.618 103.09
1.000 101.98
0.618 101.29
HIGH 100.18
0.618 99.49
0.500 99.28
0.382 99.07
LOW 98.38
0.618 97.27
1.000 96.58
1.618 95.47
2.618 93.67
4.250 90.73
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 99.67 99.61
PP 99.47 99.35
S1 99.28 99.10

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

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