NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 98.34 96.99 -1.35 -1.4% 98.06
High 98.34 97.58 -0.76 -0.8% 101.78
Low 96.64 92.73 -3.91 -4.0% 97.43
Close 96.79 93.42 -3.37 -3.5% 100.45
Range 1.70 4.85 3.15 185.3% 4.35
ATR 1.86 2.07 0.21 11.5% 0.00
Volume 12,698 8,519 -4,179 -32.9% 86,721
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 109.13 106.12 96.09
R3 104.28 101.27 94.75
R2 99.43 99.43 94.31
R1 96.42 96.42 93.86 95.50
PP 94.58 94.58 94.58 94.12
S1 91.57 91.57 92.98 90.65
S2 89.73 89.73 92.53
S3 84.88 86.72 92.09
S4 80.03 81.87 90.75
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 92.73 9.05 9.7% 2.93 3.1% 8% False True 19,334
10 101.78 92.73 9.05 9.7% 2.30 2.5% 8% False True 17,847
20 101.78 92.73 9.05 9.7% 1.96 2.1% 8% False True 15,951
40 101.78 88.85 12.93 13.8% 1.74 1.9% 35% False False 13,197
60 101.78 80.62 21.16 22.7% 1.82 2.0% 60% False False 10,915
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 0.49
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 118.19
2.618 110.28
1.618 105.43
1.000 102.43
0.618 100.58
HIGH 97.58
0.618 95.73
0.500 95.16
0.382 94.58
LOW 92.73
0.618 89.73
1.000 87.88
1.618 84.88
2.618 80.03
4.250 72.12
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 95.16 96.75
PP 94.58 95.64
S1 94.00 94.53

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

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