NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 94.60 93.77 -0.83 -0.9% 100.23
High 95.13 93.77 -1.36 -1.4% 100.83
Low 94.39 92.72 -1.67 -1.8% 92.30
Close 94.39 93.49 -0.90 -1.0% 94.39
Range 0.74 1.05 0.31 41.9% 8.53
ATR 1.73 1.73 0.00 -0.3% 0.00
Volume 6,531 15,185 8,654 132.5% 50,165
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 96.48 96.03 94.07
R3 95.43 94.98 93.78
R2 94.38 94.38 93.68
R1 93.93 93.93 93.59 93.63
PP 93.33 93.33 93.33 93.18
S1 92.88 92.88 93.39 92.58
S2 92.28 92.28 93.30
S3 91.23 91.83 93.20
S4 90.18 90.78 92.91
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 121.43 116.44 99.08
R3 112.90 107.91 96.74
R2 104.37 104.37 95.95
R1 99.38 99.38 95.17 97.61
PP 95.84 95.84 95.84 94.96
S1 90.85 90.85 93.61 89.08
S2 87.31 87.31 92.83
S3 78.78 82.32 92.04
S4 70.25 73.79 89.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.50 92.30 6.20 6.6% 2.01 2.2% 19% False False 8,479
10 101.50 92.30 9.20 9.8% 1.78 1.9% 13% False False 10,664
20 101.50 92.30 9.20 9.8% 1.64 1.8% 13% False False 8,530
40 101.50 89.51 11.99 12.8% 1.38 1.5% 33% False False 6,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.23
2.618 96.52
1.618 95.47
1.000 94.82
0.618 94.42
HIGH 93.77
0.618 93.37
0.500 93.25
0.382 93.12
LOW 92.72
0.618 92.07
1.000 91.67
1.618 91.02
2.618 89.97
4.250 88.26
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 93.41 93.72
PP 93.33 93.64
S1 93.25 93.57

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

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