NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 97.40 93.32 -4.08 -4.2% 98.31
High 97.40 94.36 -3.04 -3.1% 101.50
Low 92.87 92.30 -0.57 -0.6% 97.72
Close 93.56 93.93 0.37 0.4% 100.53
Range 4.53 2.06 -2.47 -54.5% 3.78
ATR 1.75 1.77 0.02 1.3% 0.00
Volume 3,072 10,068 6,996 227.7% 46,249
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 99.71 98.88 95.06
R3 97.65 96.82 94.50
R2 95.59 95.59 94.31
R1 94.76 94.76 94.12 95.18
PP 93.53 93.53 93.53 93.74
S1 92.70 92.70 93.74 93.12
S2 91.47 91.47 93.55
S3 89.41 90.64 93.36
S4 87.35 88.58 92.80
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 92.30 9.20 9.8% 2.57 2.7% 18% False True 11,451
10 101.50 92.30 9.20 9.8% 1.91 2.0% 18% False True 10,333
20 101.50 92.30 9.20 9.8% 1.68 1.8% 18% False True 8,229
40 101.50 89.51 11.99 12.8% 1.39 1.5% 37% False False 6,351
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.12
2.618 99.75
1.618 97.69
1.000 96.42
0.618 95.63
HIGH 94.36
0.618 93.57
0.500 93.33
0.382 93.09
LOW 92.30
0.618 91.03
1.000 90.24
1.618 88.97
2.618 86.91
4.250 83.55
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 93.73 95.40
PP 93.53 94.91
S1 93.33 94.42

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

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