NYMEX Light Sweet Crude Oil Future April 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 97.24 98.31 1.07 1.1% 98.11
High 98.45 98.65 0.20 0.2% 99.35
Low 96.28 97.72 1.44 1.5% 96.28
Close 98.44 98.65 0.21 0.2% 98.44
Range 2.17 0.93 -1.24 -57.1% 3.07
ATR 1.48 1.44 -0.04 -2.6% 0.00
Volume 13,454 4,956 -8,498 -63.2% 32,806
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 101.13 100.82 99.16
R3 100.20 99.89 98.91
R2 99.27 99.27 98.82
R1 98.96 98.96 98.74 99.12
PP 98.34 98.34 98.34 98.42
S1 98.03 98.03 98.56 98.19
S2 97.41 97.41 98.48
S3 96.48 97.10 98.39
S4 95.55 96.17 98.14
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.23 105.91 100.13
R3 104.16 102.84 99.28
R2 101.09 101.09 99.00
R1 99.77 99.77 98.72 100.43
PP 98.02 98.02 98.02 98.36
S1 96.70 96.70 98.16 97.36
S2 94.95 94.95 97.88
S3 91.88 93.63 97.60
S4 88.81 90.56 96.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.35 96.28 3.07 3.1% 1.72 1.7% 77% False False 7,552
10 99.35 96.00 3.35 3.4% 1.50 1.5% 79% False False 6,397
20 99.35 95.05 4.30 4.4% 1.14 1.2% 84% False False 5,903
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.60
2.618 101.08
1.618 100.15
1.000 99.58
0.618 99.22
HIGH 98.65
0.618 98.29
0.500 98.19
0.382 98.08
LOW 97.72
0.618 97.15
1.000 96.79
1.618 96.22
2.618 95.29
4.250 93.77
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 98.50 98.37
PP 98.34 98.09
S1 98.19 97.82

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

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