NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 96.19 97.74 1.55 1.6% 97.73
High 98.11 98.13 0.02 0.0% 99.00
Low 95.67 97.00 1.33 1.4% 95.67
Close 97.93 98.12 0.19 0.2% 97.93
Range 2.44 1.13 -1.31 -53.7% 3.33
ATR 1.80 1.75 -0.05 -2.7% 0.00
Volume 17,220 10,400 -6,820 -39.6% 52,141
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 101.14 100.76 98.74
R3 100.01 99.63 98.43
R2 98.88 98.88 98.33
R1 98.50 98.50 98.22 98.69
PP 97.75 97.75 97.75 97.85
S1 97.37 97.37 98.02 97.56
S2 96.62 96.62 97.91
S3 95.49 96.24 97.81
S4 94.36 95.11 97.50
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.52 106.06 99.76
R3 104.19 102.73 98.85
R2 100.86 100.86 98.54
R1 99.40 99.40 98.24 100.13
PP 97.53 97.53 97.53 97.90
S1 96.07 96.07 97.62 96.80
S2 94.20 94.20 97.32
S3 90.87 92.74 97.01
S4 87.54 89.41 96.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.00 95.67 3.33 3.4% 1.92 2.0% 74% False False 12,508
10 99.00 95.50 3.50 3.6% 1.79 1.8% 75% False False 10,749
20 99.63 93.98 5.65 5.8% 1.60 1.6% 73% False False 10,411
40 99.63 88.66 10.97 11.2% 1.67 1.7% 86% False False 8,919
60 99.63 80.09 19.54 19.9% 1.84 1.9% 92% False False 7,765
80 99.63 80.09 19.54 19.9% 1.67 1.7% 92% False False 6,765
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 0.49
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 102.93
2.618 101.09
1.618 99.96
1.000 99.26
0.618 98.83
HIGH 98.13
0.618 97.70
0.500 97.57
0.382 97.43
LOW 97.00
0.618 96.30
1.000 95.87
1.618 95.17
2.618 94.04
4.250 92.20
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 97.94 97.86
PP 97.75 97.60
S1 97.57 97.34

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

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