NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 97.07 96.25 -0.82 -0.8% 97.20
High 97.97 96.67 -1.30 -1.3% 98.27
Low 95.67 94.96 -0.71 -0.7% 94.63
Close 95.98 96.03 0.05 0.1% 97.07
Range 2.30 1.71 -0.59 -25.7% 3.64
ATR 2.00 1.98 -0.02 -1.0% 0.00
Volume 67,438 71,846 4,408 6.5% 265,297
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 101.02 100.23 96.97
R3 99.31 98.52 96.50
R2 97.60 97.60 96.34
R1 96.81 96.81 96.19 96.35
PP 95.89 95.89 95.89 95.66
S1 95.10 95.10 95.87 94.64
S2 94.18 94.18 95.72
S3 92.47 93.39 95.56
S4 90.76 91.68 95.09
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.58 105.96 99.07
R3 103.94 102.32 98.07
R2 100.30 100.30 97.74
R1 98.68 98.68 97.40 97.67
PP 96.66 96.66 96.66 96.15
S1 95.04 95.04 96.74 94.03
S2 93.02 93.02 96.40
S3 89.38 91.40 96.07
S4 85.74 87.76 95.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.97 94.63 3.34 3.5% 1.90 2.0% 42% False False 56,545
10 98.94 94.63 4.31 4.5% 1.94 2.0% 32% False False 58,357
20 98.94 92.66 6.28 6.5% 1.78 1.8% 54% False False 58,920
40 98.94 85.89 13.05 13.6% 2.01 2.1% 78% False False 51,752
60 98.94 79.12 19.82 20.6% 2.25 2.3% 85% False False 50,006
80 98.94 79.12 19.82 20.6% 2.30 2.4% 85% False False 49,147
100 107.29 79.12 28.17 29.3% 2.20 2.3% 60% False False 48,891
120 110.02 79.12 30.90 32.2% 2.14 2.2% 55% False False 47,442
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 True
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.94
2.618 101.15
1.618 99.44
1.000 98.38
0.618 97.73
HIGH 96.67
0.618 96.02
0.500 95.82
0.382 95.61
LOW 94.96
0.618 93.90
1.000 93.25
1.618 92.19
2.618 90.48
4.250 87.69
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 95.96 96.47
PP 95.89 96.32
S1 95.82 96.18

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

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