NYMEX Light Sweet Crude Oil Future February 2013


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 97.73 96.64 -1.09 -1.1% 98.10
High 98.61 97.15 -1.46 -1.5% 98.71
Low 96.60 95.95 -0.65 -0.7% 95.50
Close 96.83 96.93 0.10 0.1% 97.86
Range 2.01 1.20 -0.81 -40.3% 3.21
ATR 1.71 1.67 -0.04 -2.1% 0.00
Volume 11,941 10,997 -944 -7.9% 44,958
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 100.28 99.80 97.59
R3 99.08 98.60 97.26
R2 97.88 97.88 97.15
R1 97.40 97.40 97.04 97.64
PP 96.68 96.68 96.68 96.80
S1 96.20 96.20 96.82 96.44
S2 95.48 95.48 96.71
S3 94.28 95.00 96.60
S4 93.08 93.80 96.27
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 106.99 105.63 99.63
R3 103.78 102.42 98.74
R2 100.57 100.57 98.45
R1 99.21 99.21 98.15 98.29
PP 97.36 97.36 97.36 96.89
S1 96.00 96.00 97.57 95.08
S2 94.15 94.15 97.27
S3 90.94 92.79 96.98
S4 87.73 89.58 96.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.61 95.50 3.11 3.2% 1.53 1.6% 46% False False 10,337
10 99.63 95.50 4.13 4.3% 1.61 1.7% 35% False False 10,798
20 99.63 93.49 6.14 6.3% 1.47 1.5% 56% False False 9,737
40 99.63 86.74 12.89 13.3% 1.62 1.7% 79% False False 8,274
60 99.63 80.09 19.54 20.2% 1.79 1.8% 86% False False 7,267
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 True
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.25
2.618 100.29
1.618 99.09
1.000 98.35
0.618 97.89
HIGH 97.15
0.618 96.69
0.500 96.55
0.382 96.41
LOW 95.95
0.618 95.21
1.000 94.75
1.618 94.01
2.618 92.81
4.250 90.85
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 96.80 97.28
PP 96.68 97.16
S1 96.55 97.05

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

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