NYMEX Light Sweet Crude Oil Future May 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 92.97 92.17 -0.80 -0.9% 100.46
High 92.98 94.02 1.04 1.1% 100.76
Low 91.14 92.17 1.03 1.1% 93.29
Close 91.86 93.70 1.84 2.0% 94.46
Range 1.84 1.85 0.01 0.5% 7.47
ATR 1.50 1.55 0.05 3.1% 0.00
Volume 4,734 3,905 -829 -17.5% 42,666
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 98.85 98.12 94.72
R3 97.00 96.27 94.21
R2 95.15 95.15 94.04
R1 94.42 94.42 93.87 94.79
PP 93.30 93.30 93.30 93.48
S1 92.57 92.57 93.53 92.94
S2 91.45 91.45 93.36
S3 89.60 90.72 93.19
S4 87.75 88.87 92.68
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 118.58 113.99 98.57
R3 111.11 106.52 96.51
R2 103.64 103.64 95.83
R1 99.05 99.05 95.14 97.61
PP 96.17 96.17 96.17 95.45
S1 91.58 91.58 93.78 90.14
S2 88.70 88.70 93.09
S3 81.23 84.11 92.41
S4 73.76 76.64 90.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.14 91.14 4.00 4.3% 1.44 1.5% 64% False False 5,557
10 101.54 91.14 10.40 11.1% 1.76 1.9% 25% False False 7,739
20 101.54 91.14 10.40 11.1% 1.45 1.5% 25% False False 6,853
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 0.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.88
2.618 98.86
1.618 97.01
1.000 95.87
0.618 95.16
HIGH 94.02
0.618 93.31
0.500 93.10
0.382 92.88
LOW 92.17
0.618 91.03
1.000 90.32
1.618 89.18
2.618 87.33
4.250 84.31
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 93.50 93.42
PP 93.30 93.14
S1 93.10 92.86

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

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