NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 96.60 95.20 -1.40 -1.4% 97.07
High 98.30 97.35 -0.95 -1.0% 98.30
Low 95.25 94.73 -0.52 -0.5% 94.73
Close 96.16 97.06 0.90 0.9% 97.06
Range 3.05 2.62 -0.43 -14.1% 3.57
ATR 2.05 2.10 0.04 2.0% 0.00
Volume 59,634 97,628 37,994 63.7% 296,546
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.24 103.27 98.50
R3 101.62 100.65 97.78
R2 99.00 99.00 97.54
R1 98.03 98.03 97.30 98.52
PP 96.38 96.38 96.38 96.62
S1 95.41 95.41 96.82 95.90
S2 93.76 93.76 96.58
S3 91.14 92.79 96.34
S4 88.52 90.17 95.62
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.41 105.80 99.02
R3 103.84 102.23 98.04
R2 100.27 100.27 97.71
R1 98.66 98.66 97.39 97.68
PP 96.70 96.70 96.70 96.21
S1 95.09 95.09 96.73 94.11
S2 93.13 93.13 96.41
S3 89.56 91.52 96.08
S4 85.99 87.95 95.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.30 94.73 3.57 3.7% 2.40 2.5% 65% False True 69,094
10 98.30 94.63 3.67 3.8% 2.14 2.2% 66% False False 62,099
20 98.94 92.66 6.28 6.5% 1.92 2.0% 70% False False 60,364
40 98.94 87.39 11.55 11.9% 2.04 2.1% 84% False False 53,735
60 98.94 79.12 19.82 20.4% 2.27 2.3% 91% False False 51,106
80 98.94 79.12 19.82 20.4% 2.31 2.4% 91% False False 50,233
100 107.29 79.12 28.17 29.0% 2.22 2.3% 64% False False 49,690
120 110.02 79.12 30.90 31.8% 2.16 2.2% 58% False False 48,093
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 True
Bull Hook False
Stretch 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.49
2.618 104.21
1.618 101.59
1.000 99.97
0.618 98.97
HIGH 97.35
0.618 96.35
0.500 96.04
0.382 95.73
LOW 94.73
0.618 93.11
1.000 92.11
1.618 90.49
2.618 87.87
4.250 83.60
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 96.72 96.88
PP 96.38 96.70
S1 96.04 96.52

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

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