NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 90.95 93.04 2.09 2.3% 93.68
High 93.17 93.47 0.30 0.3% 93.82
Low 90.77 92.25 1.48 1.6% 89.72
Close 92.64 93.00 0.36 0.4% 93.00
Range 2.40 1.22 -1.18 -49.2% 4.10
ATR 2.21 2.14 -0.07 -3.2% 0.00
Volume 40,065 21,891 -18,174 -45.4% 130,672
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 96.57 96.00 93.67
R3 95.35 94.78 93.34
R2 94.13 94.13 93.22
R1 93.56 93.56 93.11 93.24
PP 92.91 92.91 92.91 92.74
S1 92.34 92.34 92.89 92.02
S2 91.69 91.69 92.78
S3 90.47 91.12 92.66
S4 89.25 89.90 92.33
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.48 102.84 95.26
R3 100.38 98.74 94.13
R2 96.28 96.28 93.75
R1 94.64 94.64 93.38 93.41
PP 92.18 92.18 92.18 91.57
S1 90.54 90.54 92.62 89.31
S2 88.08 88.08 92.25
S3 83.98 86.44 91.87
S4 79.88 82.34 90.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.82 89.72 4.10 4.4% 2.07 2.2% 80% False False 26,134
10 100.36 89.72 10.64 11.4% 2.52 2.7% 31% False False 26,428
20 101.19 89.72 11.47 12.3% 2.21 2.4% 29% False False 25,090
40 101.19 89.17 12.02 12.9% 1.98 2.1% 32% False False 20,816
60 101.19 85.97 15.22 16.4% 1.96 2.1% 46% False False 17,467
80 101.19 79.69 21.50 23.1% 2.11 2.3% 62% False False 15,508
100 101.19 79.69 21.50 23.1% 2.04 2.2% 62% False False 13,473
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.47
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.66
2.618 96.66
1.618 95.44
1.000 94.69
0.618 94.22
HIGH 93.47
0.618 93.00
0.500 92.86
0.382 92.72
LOW 92.25
0.618 91.50
1.000 91.03
1.618 90.28
2.618 89.06
4.250 87.07
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 92.95 92.53
PP 92.91 92.06
S1 92.86 91.60

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

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