NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 100.86 100.23 -0.63 -0.6% 98.31
High 101.50 100.83 -0.67 -0.7% 101.50
Low 100.32 97.41 -2.91 -2.9% 97.72
Close 100.53 98.23 -2.30 -2.3% 100.53
Range 1.18 3.42 2.24 189.8% 3.78
ATR 1.38 1.53 0.15 10.5% 0.00
Volume 13,621 22,953 9,332 68.5% 46,249
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 109.08 107.08 100.11
R3 105.66 103.66 99.17
R2 102.24 102.24 98.86
R1 100.24 100.24 98.54 99.53
PP 98.82 98.82 98.82 98.47
S1 96.82 96.82 97.92 96.11
S2 95.40 95.40 97.60
S3 91.98 93.40 97.29
S4 88.56 89.98 96.35
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 111.26 109.67 102.61
R3 107.48 105.89 101.57
R2 103.70 103.70 101.22
R1 102.11 102.11 100.88 102.91
PP 99.92 99.92 99.92 100.31
S1 98.33 98.33 100.18 99.13
S2 96.14 96.14 99.84
S3 92.36 94.55 99.49
S4 88.58 90.77 98.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.50 97.41 4.09 4.2% 1.54 1.6% 20% False True 12,849
10 101.50 96.28 5.22 5.3% 1.63 1.7% 37% False False 10,200
20 101.50 96.00 5.50 5.6% 1.38 1.4% 41% False False 7,881
40 101.50 89.34 12.16 12.4% 1.24 1.3% 73% False False 6,112
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 0.56
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 115.37
2.618 109.78
1.618 106.36
1.000 104.25
0.618 102.94
HIGH 100.83
0.618 99.52
0.500 99.12
0.382 98.72
LOW 97.41
0.618 95.30
1.000 93.99
1.618 91.88
2.618 88.46
4.250 82.88
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 99.12 99.46
PP 98.82 99.05
S1 98.53 98.64

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

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