NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 100.52 98.34 -2.18 -2.2% 98.06
High 100.77 98.34 -2.43 -2.4% 101.78
Low 96.25 96.64 0.39 0.4% 97.43
Close 98.12 96.79 -1.33 -1.4% 100.45
Range 4.52 1.70 -2.82 -62.4% 4.35
ATR 1.87 1.86 -0.01 -0.6% 0.00
Volume 36,462 12,698 -23,764 -65.2% 86,721
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 102.36 101.27 97.73
R3 100.66 99.57 97.26
R2 98.96 98.96 97.10
R1 97.87 97.87 96.95 97.57
PP 97.26 97.26 97.26 97.10
S1 96.17 96.17 96.63 95.87
S2 95.56 95.56 96.48
S3 93.86 94.47 96.32
S4 92.16 92.77 95.86
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 112.94 111.04 102.84
R3 108.59 106.69 101.65
R2 104.24 104.24 101.25
R1 102.34 102.34 100.85 103.29
PP 99.89 99.89 99.89 100.36
S1 97.99 97.99 100.05 98.94
S2 95.54 95.54 99.65
S3 91.19 93.64 99.25
S4 86.84 89.29 98.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.78 96.25 5.53 5.7% 2.20 2.3% 10% False False 21,430
10 101.78 96.19 5.59 5.8% 1.97 2.0% 11% False False 18,159
20 101.78 95.83 5.95 6.1% 1.77 1.8% 16% False False 15,949
40 101.78 88.85 12.93 13.4% 1.65 1.7% 61% False False 13,106
60 101.78 80.62 21.16 21.9% 1.76 1.8% 76% False False 10,867
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.57
2.618 102.79
1.618 101.09
1.000 100.04
0.618 99.39
HIGH 98.34
0.618 97.69
0.500 97.49
0.382 97.29
LOW 96.64
0.618 95.59
1.000 94.94
1.618 93.89
2.618 92.19
4.250 89.42
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 97.49 99.02
PP 97.26 98.27
S1 97.02 97.53

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

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