NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 100.21 98.00 -2.21 -2.2% 97.74
High 100.63 98.00 -2.63 -2.6% 101.53
Low 95.99 96.43 0.44 0.5% 97.00
Close 97.91 96.57 -1.34 -1.4% 100.26
Range 4.64 1.57 -3.07 -66.2% 4.53
ATR 1.94 1.91 -0.03 -1.4% 0.00
Volume 37,498 14,864 -22,634 -60.4% 87,442
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 101.71 100.71 97.43
R3 100.14 99.14 97.00
R2 98.57 98.57 96.86
R1 97.57 97.57 96.71 97.29
PP 97.00 97.00 97.00 96.86
S1 96.00 96.00 96.43 95.72
S2 95.43 95.43 96.28
S3 93.86 94.43 96.14
S4 92.29 92.86 95.71
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 95.99 5.54 5.7% 2.34 2.4% 10% False False 21,739
10 101.53 95.67 5.86 6.1% 2.03 2.1% 15% False False 18,000
20 101.53 95.50 6.03 6.2% 1.83 1.9% 18% False False 14,194
40 101.53 88.66 12.87 13.3% 1.71 1.8% 61% False False 11,211
60 101.53 80.09 21.44 22.2% 1.85 1.9% 77% False False 9,366
80 101.53 80.09 21.44 22.2% 1.77 1.8% 77% False False 8,177
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 104.67
2.618 102.11
1.618 100.54
1.000 99.57
0.618 98.97
HIGH 98.00
0.618 97.40
0.500 97.22
0.382 97.03
LOW 96.43
0.618 95.46
1.000 94.86
1.618 93.89
2.618 92.32
4.250 89.76
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 97.22 98.76
PP 97.00 98.03
S1 96.79 97.30

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

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