NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 90.77 91.86 1.09 1.2% 89.87
High 91.19 93.14 1.95 2.1% 92.52
Low 90.77 91.85 1.08 1.2% 89.77
Close 91.12 93.04 1.92 2.1% 91.13
Range 0.42 1.29 0.87 207.1% 2.75
ATR
Volume 3,480 814 -2,666 -76.6% 23,309
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.55 96.08 93.75
R3 95.26 94.79 93.39
R2 93.97 93.97 93.28
R1 93.50 93.50 93.16 93.74
PP 92.68 92.68 92.68 92.79
S1 92.21 92.21 92.92 92.45
S2 91.39 91.39 92.80
S3 90.10 90.92 92.69
S4 88.81 89.63 92.33
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 99.39 98.01 92.64
R3 96.64 95.26 91.89
R2 93.89 93.89 91.63
R1 92.51 92.51 91.38 93.20
PP 91.14 91.14 91.14 91.49
S1 89.76 89.76 90.88 90.45
S2 88.39 88.39 90.63
S3 85.64 87.01 90.37
S4 82.89 84.26 89.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.14 90.61 2.53 2.7% 1.15 1.2% 96% True False 2,978
10 93.14 88.74 4.40 4.7% 0.97 1.0% 98% True False 4,200
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.62
2.618 96.52
1.618 95.23
1.000 94.43
0.618 93.94
HIGH 93.14
0.618 92.65
0.500 92.50
0.382 92.34
LOW 91.85
0.618 91.05
1.000 90.56
1.618 89.76
2.618 88.47
4.250 86.37
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 92.86 92.66
PP 92.68 92.29
S1 92.50 91.91

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

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