NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 93.77 93.69 -0.08 -0.1% 100.23
High 93.77 94.45 0.68 0.7% 100.83
Low 92.72 92.73 0.01 0.0% 92.30
Close 93.49 92.96 -0.53 -0.6% 94.39
Range 1.05 1.72 0.67 63.8% 8.53
ATR 1.73 1.73 0.00 0.0% 0.00
Volume 15,185 5,247 -9,938 -65.4% 50,165
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 98.54 97.47 93.91
R3 96.82 95.75 93.43
R2 95.10 95.10 93.28
R1 94.03 94.03 93.12 93.71
PP 93.38 93.38 93.38 93.22
S1 92.31 92.31 92.80 91.99
S2 91.66 91.66 92.64
S3 89.94 90.59 92.49
S4 88.22 88.87 92.01
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 97.40 92.30 5.10 5.5% 2.02 2.2% 13% False False 8,020
10 101.50 92.30 9.20 9.9% 1.91 2.1% 7% False False 10,462
20 101.50 92.30 9.20 9.9% 1.60 1.7% 7% False False 8,510
40 101.50 89.51 11.99 12.9% 1.40 1.5% 29% False False 6,844
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 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.76
2.618 98.95
1.618 97.23
1.000 96.17
0.618 95.51
HIGH 94.45
0.618 93.79
0.500 93.59
0.382 93.39
LOW 92.73
0.618 91.67
1.000 91.01
1.618 89.95
2.618 88.23
4.250 85.42
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 93.59 93.93
PP 93.38 93.60
S1 93.17 93.28

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

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