NYMEX Light Sweet Crude Oil Future June 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 93.55 92.80 -0.75 -0.8% 100.50
High 94.59 92.80 -1.79 -1.9% 100.60
Low 92.37 90.89 -1.48 -1.6% 92.49
Close 93.04 91.88 -1.16 -1.2% 94.39
Range 2.22 1.91 -0.31 -14.0% 8.11
ATR 0.00 2.07 2.07 0.00
Volume 21,672 24,566 2,894 13.4% 145,357
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 97.59 96.64 92.93
R3 95.68 94.73 92.41
R2 93.77 93.77 92.23
R1 92.82 92.82 92.06 92.34
PP 91.86 91.86 91.86 91.62
S1 90.91 90.91 91.70 90.43
S2 89.95 89.95 91.53
S3 88.04 89.00 91.35
S4 86.13 87.09 90.83
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 120.16 115.38 98.85
R3 112.05 107.27 96.62
R2 103.94 103.94 95.88
R1 99.16 99.16 95.13 97.50
PP 95.83 95.83 95.83 94.99
S1 91.05 91.05 93.65 89.39
S2 87.72 87.72 92.90
S3 79.61 82.94 92.16
S4 71.50 74.83 89.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.04 90.89 4.15 4.5% 1.56 1.7% 24% False True 25,448
10 101.40 90.89 10.51 11.4% 2.23 2.4% 9% False True 27,658
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.92
2.618 97.80
1.618 95.89
1.000 94.71
0.618 93.98
HIGH 92.80
0.618 92.07
0.500 91.85
0.382 91.62
LOW 90.89
0.618 89.71
1.000 88.98
1.618 87.80
2.618 85.89
4.250 82.77
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 91.87 92.74
PP 91.86 92.45
S1 91.85 92.17

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

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