NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 98.89 99.09 0.20 0.2% 98.37
High 99.14 99.31 0.17 0.2% 99.22
Low 98.89 98.96 0.07 0.1% 96.50
Close 99.14 98.96 -0.18 -0.2% 98.48
Range 0.25 0.35 0.10 40.0% 2.72
ATR 1.13 1.07 -0.06 -4.9% 0.00
Volume 5,843 9,551 3,708 63.5% 25,629
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 100.13 99.89 99.15
R3 99.78 99.54 99.06
R2 99.43 99.43 99.02
R1 99.19 99.19 98.99 99.14
PP 99.08 99.08 99.08 99.05
S1 98.84 98.84 98.93 98.79
S2 98.73 98.73 98.90
S3 98.38 98.49 98.86
S4 98.03 98.14 98.77
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 106.23 105.07 99.98
R3 103.51 102.35 99.23
R2 100.79 100.79 98.98
R1 99.63 99.63 98.73 100.21
PP 98.07 98.07 98.07 98.36
S1 96.91 96.91 98.23 97.49
S2 95.35 95.35 97.98
S3 92.63 94.19 97.73
S4 89.91 91.47 96.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.31 96.50 2.81 2.8% 1.12 1.1% 88% True False 6,802
10 99.31 95.97 3.34 3.4% 0.96 1.0% 90% True False 5,568
20 99.31 95.65 3.66 3.7% 0.99 1.0% 90% True False 4,734
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.80
2.618 100.23
1.618 99.88
1.000 99.66
0.618 99.53
HIGH 99.31
0.618 99.18
0.500 99.14
0.382 99.09
LOW 98.96
0.618 98.74
1.000 98.61
1.618 98.39
2.618 98.04
4.250 97.47
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 99.14 98.85
PP 99.08 98.74
S1 99.02 98.63

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

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