NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 92.07 92.93 0.86 0.9% 99.50
High 93.09 93.84 0.75 0.8% 99.81
Low 90.96 92.59 1.63 1.8% 90.96
Close 92.42 92.89 0.47 0.5% 92.89
Range 2.13 1.25 -0.88 -41.3% 8.85
ATR 2.38 2.32 -0.07 -2.9% 0.00
Volume 244,553 181,036 -63,517 -26.0% 1,151,450
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 96.86 96.12 93.58
R3 95.61 94.87 93.23
R2 94.36 94.36 93.12
R1 93.62 93.62 93.00 93.37
PP 93.11 93.11 93.11 92.98
S1 92.37 92.37 92.78 92.12
S2 91.86 91.86 92.66
S3 90.61 91.12 92.55
S4 89.36 89.87 92.20
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 121.10 115.85 97.76
R3 112.25 107.00 95.32
R2 103.40 103.40 94.51
R1 98.15 98.15 93.70 96.35
PP 94.55 94.55 94.55 93.66
S1 89.30 89.30 92.08 87.50
S2 85.70 85.70 91.27
S3 76.85 80.45 90.46
S4 68.00 71.60 88.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.81 90.96 8.85 9.5% 3.06 3.3% 22% False False 230,290
10 100.73 90.96 9.77 10.5% 2.40 2.6% 20% False False 163,621
20 100.73 90.96 9.77 10.5% 2.28 2.5% 20% False False 109,484
40 100.73 87.58 13.15 14.2% 2.11 2.3% 40% False False 75,765
60 100.73 78.83 21.90 23.6% 2.28 2.5% 64% False False 58,826
80 100.73 78.83 21.90 23.6% 2.34 2.5% 64% False False 48,358
100 106.76 78.83 27.93 30.1% 2.24 2.4% 50% False False 40,583
120 107.35 78.83 28.52 30.7% 2.09 2.3% 49% False False 35,140
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 0.44
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 99.15
2.618 97.11
1.618 95.86
1.000 95.09
0.618 94.61
HIGH 93.84
0.618 93.36
0.500 93.22
0.382 93.07
LOW 92.59
0.618 91.82
1.000 91.34
1.618 90.57
2.618 89.32
4.250 87.28
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 93.22 93.73
PP 93.11 93.45
S1 93.00 93.17

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

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