NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 93.69 92.32 -1.37 -1.5% 100.23
High 94.45 92.37 -2.08 -2.2% 100.83
Low 92.73 90.93 -1.80 -1.9% 92.30
Close 92.96 91.73 -1.23 -1.3% 94.39
Range 1.72 1.44 -0.28 -16.3% 8.53
ATR 1.73 1.75 0.02 1.2% 0.00
Volume 5,247 7,498 2,251 42.9% 50,165
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 96.00 95.30 92.52
R3 94.56 93.86 92.13
R2 93.12 93.12 91.99
R1 92.42 92.42 91.86 92.05
PP 91.68 91.68 91.68 91.49
S1 90.98 90.98 91.60 90.61
S2 90.24 90.24 91.47
S3 88.80 89.54 91.33
S4 87.36 88.10 90.94
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 95.13 90.93 4.20 4.6% 1.40 1.5% 19% False True 8,905
10 101.50 90.93 10.57 11.5% 1.94 2.1% 8% False True 10,008
20 101.50 90.93 10.57 11.5% 1.63 1.8% 8% False True 8,713
40 101.50 89.51 11.99 13.1% 1.39 1.5% 19% False False 6,989
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.49
2.618 96.14
1.618 94.70
1.000 93.81
0.618 93.26
HIGH 92.37
0.618 91.82
0.500 91.65
0.382 91.48
LOW 90.93
0.618 90.04
1.000 89.49
1.618 88.60
2.618 87.16
4.250 84.81
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 91.70 92.69
PP 91.68 92.37
S1 91.65 92.05

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

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