NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 96.66 96.62 -0.04 0.0% 96.68
High 96.97 97.63 0.66 0.7% 98.00
Low 95.69 96.43 0.74 0.8% 94.41
Close 96.88 97.50 0.62 0.6% 96.75
Range 1.28 1.20 -0.08 -6.3% 3.59
ATR 2.06 1.99 -0.06 -3.0% 0.00
Volume 68,972 85,440 16,468 23.9% 289,825
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 100.79 100.34 98.16
R3 99.59 99.14 97.83
R2 98.39 98.39 97.72
R1 97.94 97.94 97.61 98.17
PP 97.19 97.19 97.19 97.30
S1 96.74 96.74 97.39 96.97
S2 95.99 95.99 97.28
S3 94.79 95.54 97.17
S4 93.59 94.34 96.84
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.16 105.54 98.72
R3 103.57 101.95 97.74
R2 99.98 99.98 97.41
R1 98.36 98.36 97.08 99.17
PP 96.39 96.39 96.39 96.79
S1 94.77 94.77 96.42 95.58
S2 92.80 92.80 96.09
S3 89.21 91.18 95.76
S4 85.62 87.59 94.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.00 94.41 3.59 3.7% 1.99 2.0% 86% False False 76,517
10 98.00 94.28 3.72 3.8% 1.91 2.0% 87% False False 61,798
20 98.60 93.25 5.35 5.5% 1.87 1.9% 79% False False 52,439
40 98.60 87.50 11.10 11.4% 2.02 2.1% 90% False False 44,121
60 98.60 78.83 19.77 20.3% 2.26 2.3% 94% False False 36,639
80 98.60 78.83 19.77 20.3% 2.25 2.3% 94% False False 30,582
100 107.15 78.83 28.32 29.0% 2.12 2.2% 66% False False 26,322
120 109.21 78.83 30.38 31.2% 2.03 2.1% 61% False False 23,161
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 102.73
2.618 100.77
1.618 99.57
1.000 98.83
0.618 98.37
HIGH 97.63
0.618 97.17
0.500 97.03
0.382 96.89
LOW 96.43
0.618 95.69
1.000 95.23
1.618 94.49
2.618 93.29
4.250 91.33
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 97.34 97.01
PP 97.19 96.51
S1 97.03 96.02

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

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