NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 97.71 98.61 0.90 0.9% 97.73
High 98.75 99.42 0.67 0.7% 99.00
Low 97.71 97.83 0.12 0.1% 95.67
Close 98.67 98.50 -0.17 -0.2% 97.93
Range 1.04 1.59 0.55 52.9% 3.33
ATR 1.70 1.69 -0.01 -0.5% 0.00
Volume 20,709 16,922 -3,787 -18.3% 52,141
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 103.35 102.52 99.37
R3 101.76 100.93 98.94
R2 100.17 100.17 98.79
R1 99.34 99.34 98.65 98.96
PP 98.58 98.58 98.58 98.40
S1 97.75 97.75 98.35 97.37
S2 96.99 96.99 98.21
S3 95.40 96.16 98.06
S4 93.81 94.57 97.63
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 99.42 95.67 3.75 3.8% 1.80 1.8% 75% True False 15,446
10 99.42 95.50 3.92 4.0% 1.67 1.7% 77% True False 12,892
20 99.63 94.77 4.86 4.9% 1.61 1.6% 77% False False 11,481
40 99.63 88.66 10.97 11.1% 1.64 1.7% 90% False False 9,641
60 99.63 80.09 19.54 19.8% 1.83 1.9% 94% False False 8,296
80 99.63 80.09 19.54 19.8% 1.67 1.7% 94% False False 7,166
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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.18
2.618 103.58
1.618 101.99
1.000 101.01
0.618 100.40
HIGH 99.42
0.618 98.81
0.500 98.63
0.382 98.44
LOW 97.83
0.618 96.85
1.000 96.24
1.618 95.26
2.618 93.67
4.250 91.07
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 98.63 98.40
PP 98.58 98.31
S1 98.54 98.21

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

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