NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 92.00 93.39 1.39 1.5% 93.77
High 94.00 94.10 0.10 0.1% 94.45
Low 91.87 93.26 1.39 1.5% 90.93
Close 93.58 93.98 0.40 0.4% 93.98
Range 2.13 0.84 -1.29 -60.6% 3.52
ATR 1.79 1.72 -0.07 -3.8% 0.00
Volume 6,445 4,335 -2,110 -32.7% 38,710
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 96.30 95.98 94.44
R3 95.46 95.14 94.21
R2 94.62 94.62 94.13
R1 94.30 94.30 94.06 94.46
PP 93.78 93.78 93.78 93.86
S1 93.46 93.46 93.90 93.62
S2 92.94 92.94 93.83
S3 92.10 92.62 93.75
S4 91.26 91.78 93.52
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 103.68 102.35 95.92
R3 100.16 98.83 94.95
R2 96.64 96.64 94.63
R1 95.31 95.31 94.30 95.98
PP 93.12 93.12 93.12 93.45
S1 91.79 91.79 93.66 92.46
S2 89.60 89.60 93.33
S3 86.08 88.27 93.01
S4 82.56 84.75 92.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.45 90.93 3.52 3.7% 1.44 1.5% 87% False False 7,742
10 100.83 90.93 9.90 10.5% 1.96 2.1% 31% False False 8,887
20 101.50 90.93 10.57 11.2% 1.70 1.8% 29% False False 8,642
40 101.50 90.93 10.57 11.2% 1.37 1.5% 29% False False 7,028
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.67
2.618 96.30
1.618 95.46
1.000 94.94
0.618 94.62
HIGH 94.10
0.618 93.78
0.500 93.68
0.382 93.58
LOW 93.26
0.618 92.74
1.000 92.42
1.618 91.90
2.618 91.06
4.250 89.69
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 93.88 93.49
PP 93.78 93.00
S1 93.68 92.52

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

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