NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 92.32 92.00 -0.32 -0.3% 100.23
High 92.37 94.00 1.63 1.8% 100.83
Low 90.93 91.87 0.94 1.0% 92.30
Close 91.73 93.58 1.85 2.0% 94.39
Range 1.44 2.13 0.69 47.9% 8.53
ATR 1.75 1.79 0.04 2.1% 0.00
Volume 7,498 6,445 -1,053 -14.0% 50,165
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 99.54 98.69 94.75
R3 97.41 96.56 94.17
R2 95.28 95.28 93.97
R1 94.43 94.43 93.78 94.86
PP 93.15 93.15 93.15 93.36
S1 92.30 92.30 93.38 92.73
S2 91.02 91.02 93.19
S3 88.89 90.17 92.99
S4 86.76 88.04 92.41
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 4.5% 1.42 1.5% 63% False False 8,181
10 101.50 90.93 10.57 11.3% 2.00 2.1% 25% False False 9,816
20 101.50 90.93 10.57 11.3% 1.69 1.8% 25% False False 8,771
40 101.50 89.51 11.99 12.8% 1.41 1.5% 34% False False 7,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.05
2.618 99.58
1.618 97.45
1.000 96.13
0.618 95.32
HIGH 94.00
0.618 93.19
0.500 92.94
0.382 92.68
LOW 91.87
0.618 90.55
1.000 89.74
1.618 88.42
2.618 86.29
4.250 82.82
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 93.37 93.28
PP 93.15 92.99
S1 92.94 92.69

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

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