NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 93.61 93.68 0.07 0.1% 100.06
High 94.45 93.68 -0.77 -0.8% 100.36
Low 93.30 91.76 -1.54 -1.7% 91.60
Close 93.58 92.62 -0.96 -1.0% 93.58
Range 1.15 1.92 0.77 67.0% 8.76
ATR 2.18 2.16 -0.02 -0.9% 0.00
Volume 23,521 23,492 -29 -0.1% 133,616
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 98.45 97.45 93.68
R3 96.53 95.53 93.15
R2 94.61 94.61 92.97
R1 93.61 93.61 92.80 93.15
PP 92.69 92.69 92.69 92.46
S1 91.69 91.69 92.44 91.23
S2 90.77 90.77 92.27
S3 88.85 89.77 92.09
S4 86.93 87.85 91.56
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 98.07 91.60 6.47 7.0% 2.42 2.6% 16% False False 22,513
10 101.19 91.60 9.59 10.4% 2.35 2.5% 11% False False 26,904
20 101.19 91.60 9.59 10.4% 2.16 2.3% 11% False False 22,644
40 101.19 88.60 12.59 13.6% 1.96 2.1% 32% False False 19,381
60 101.19 80.68 20.51 22.1% 2.07 2.2% 58% False False 16,445
80 101.19 79.69 21.50 23.2% 2.12 2.3% 60% False False 14,564
100 106.17 79.69 26.48 28.6% 2.05 2.2% 49% False False 12,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.84
2.618 98.71
1.618 96.79
1.000 95.60
0.618 94.87
HIGH 93.68
0.618 92.95
0.500 92.72
0.382 92.49
LOW 91.76
0.618 90.57
1.000 89.84
1.618 88.65
2.618 86.73
4.250 83.60
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 92.72 93.03
PP 92.69 92.89
S1 92.65 92.76

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

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