NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 98.57 99.53 0.96 1.0% 97.74
High 99.95 101.53 1.58 1.6% 101.53
Low 98.06 99.53 1.47 1.5% 97.00
Close 99.63 100.26 0.63 0.6% 100.26
Range 1.89 2.00 0.11 5.8% 4.53
ATR 1.71 1.73 0.02 1.2% 0.00
Volume 14,360 25,051 10,691 74.4% 87,442
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 106.44 105.35 101.36
R3 104.44 103.35 100.81
R2 102.44 102.44 100.63
R1 101.35 101.35 100.44 101.90
PP 100.44 100.44 100.44 100.71
S1 99.35 99.35 100.08 99.90
S2 98.44 98.44 99.89
S3 96.44 97.35 99.71
S4 94.44 95.35 99.16
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 113.19 111.25 102.75
R3 108.66 106.72 101.51
R2 104.13 104.13 101.09
R1 102.19 102.19 100.68 103.16
PP 99.60 99.60 99.60 100.08
S1 97.66 97.66 99.84 98.63
S2 95.07 95.07 99.43
S3 90.54 93.13 99.01
S4 86.01 88.60 97.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.53 97.00 4.53 4.5% 1.53 1.5% 72% True False 17,488
10 101.53 95.67 5.86 5.8% 1.77 1.8% 78% True False 15,098
20 101.53 95.50 6.03 6.0% 1.63 1.6% 79% True False 12,535
40 101.53 88.66 12.87 12.8% 1.66 1.7% 90% True False 10,308
60 101.53 80.09 21.44 21.4% 1.81 1.8% 94% True False 8,801
80 101.53 80.09 21.44 21.4% 1.70 1.7% 94% True False 7,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.03
2.618 106.77
1.618 104.77
1.000 103.53
0.618 102.77
HIGH 101.53
0.618 100.77
0.500 100.53
0.382 100.29
LOW 99.53
0.618 98.29
1.000 97.53
1.618 96.29
2.618 94.29
4.250 91.03
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 100.53 100.07
PP 100.44 99.87
S1 100.35 99.68

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

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