NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 98.31 99.09 0.78 0.8% 98.11
High 98.65 99.13 0.48 0.5% 99.35
Low 97.72 98.79 1.07 1.1% 96.28
Close 98.65 99.12 0.47 0.5% 98.44
Range 0.93 0.34 -0.59 -63.4% 3.07
ATR 1.44 1.37 -0.07 -4.8% 0.00
Volume 4,956 7,265 2,309 46.6% 32,806
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 100.03 99.92 99.31
R3 99.69 99.58 99.21
R2 99.35 99.35 99.18
R1 99.24 99.24 99.15 99.30
PP 99.01 99.01 99.01 99.04
S1 98.90 98.90 99.09 98.96
S2 98.67 98.67 99.06
S3 98.33 98.56 99.03
S4 97.99 98.22 98.93
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% 1.42 1.4% 93% False False 7,578
10 99.35 96.00 3.35 3.4% 1.29 1.3% 93% False False 6,557
20 99.35 95.05 4.30 4.3% 1.15 1.2% 95% False False 5,915
40 99.35 89.34 10.01 10.1% 1.17 1.2% 98% False False 5,059
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 0.38
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 100.58
2.618 100.02
1.618 99.68
1.000 99.47
0.618 99.34
HIGH 99.13
0.618 99.00
0.500 98.96
0.382 98.92
LOW 98.79
0.618 98.58
1.000 98.45
1.618 98.24
2.618 97.90
4.250 97.35
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 99.07 98.65
PP 99.01 98.18
S1 98.96 97.71

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

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