NYMEX Light Sweet Crude Oil Future January 2013


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 92.76 93.61 0.85 0.9% 100.06
High 93.75 94.45 0.70 0.7% 100.36
Low 91.60 93.30 1.70 1.9% 91.60
Close 93.10 93.58 0.48 0.5% 93.58
Range 2.15 1.15 -1.00 -46.5% 8.76
ATR 2.24 2.18 -0.06 -2.8% 0.00
Volume 22,037 23,521 1,484 6.7% 133,616
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 97.23 96.55 94.21
R3 96.08 95.40 93.90
R2 94.93 94.93 93.79
R1 94.25 94.25 93.69 94.02
PP 93.78 93.78 93.78 93.66
S1 93.10 93.10 93.47 92.87
S2 92.63 92.63 93.37
S3 91.48 91.95 93.26
S4 90.33 90.80 92.95
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 121.46 116.28 98.40
R3 112.70 107.52 95.99
R2 103.94 103.94 95.19
R1 98.76 98.76 94.38 96.97
PP 95.18 95.18 95.18 94.29
S1 90.00 90.00 92.78 88.21
S2 86.42 86.42 91.97
S3 77.66 81.24 91.17
S4 68.90 72.48 88.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.36 91.60 8.76 9.4% 2.97 3.2% 23% False False 26,723
10 101.19 91.60 9.59 10.2% 2.28 2.4% 21% False False 26,352
20 101.19 91.60 9.59 10.2% 2.14 2.3% 21% False False 22,173
40 101.19 88.60 12.59 13.5% 1.94 2.1% 40% False False 18,958
60 101.19 79.69 21.50 23.0% 2.09 2.2% 65% False False 16,191
80 101.19 79.69 21.50 23.0% 2.12 2.3% 65% False False 14,329
100 106.82 79.69 27.13 29.0% 2.05 2.2% 51% False False 12,527
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 0.43
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 99.34
2.618 97.46
1.618 96.31
1.000 95.60
0.618 95.16
HIGH 94.45
0.618 94.01
0.500 93.88
0.382 93.74
LOW 93.30
0.618 92.59
1.000 92.15
1.618 91.44
2.618 90.29
4.250 88.41
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 93.88 94.33
PP 93.78 94.08
S1 93.68 93.83

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

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