NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 99.09 99.11 0.02 0.0% 98.11
High 99.13 99.78 0.65 0.7% 99.35
Low 98.79 98.63 -0.16 -0.2% 96.28
Close 99.12 98.94 -0.18 -0.2% 98.44
Range 0.34 1.15 0.81 238.2% 3.07
ATR 1.37 1.35 -0.02 -1.1% 0.00
Volume 7,265 12,039 4,774 65.7% 32,806
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 102.57 101.90 99.57
R3 101.42 100.75 99.26
R2 100.27 100.27 99.15
R1 99.60 99.60 99.05 99.36
PP 99.12 99.12 99.12 99.00
S1 98.45 98.45 98.83 98.21
S2 97.97 97.97 98.73
S3 96.82 97.30 98.62
S4 95.67 96.15 98.31
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 99.78 96.28 3.50 3.5% 1.40 1.4% 76% True False 8,676
10 99.78 96.00 3.78 3.8% 1.32 1.3% 78% True False 7,419
20 99.78 95.45 4.33 4.4% 1.18 1.2% 81% True False 6,183
40 99.78 89.34 10.44 10.6% 1.17 1.2% 92% True False 5,292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.67
2.618 102.79
1.618 101.64
1.000 100.93
0.618 100.49
HIGH 99.78
0.618 99.34
0.500 99.21
0.382 99.07
LOW 98.63
0.618 97.92
1.000 97.48
1.618 96.77
2.618 95.62
4.250 93.74
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 99.21 98.88
PP 99.12 98.81
S1 99.03 98.75

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

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