NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 06-Sep-2012

Day Change Summary
	Previous	Current
	05-Sep-2012	06-Sep-2012	Change	Change %	Previous Week
Open	96.77	97.63	0.86	0.9%	98.25
High	97.72	99.33	1.61	1.6%	98.98
Low	96.22	96.45	0.23	0.2%	95.83
Close	97.28	97.32	0.04	0.0%	98.12
Range	1.50	2.88	1.38	92.0%	3.15
ATR	1.64	1.73	0.09	5.4%	0.00
Volume	11,640	13,421	1,781	15.3%	63,075

Daily Pivots for day following 06-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.34	104.71	98.90
R3	103.46	101.83	98.11
R2	100.58	100.58	97.85
R1	98.95	98.95	97.58	98.33
PP	97.70	97.70	97.70	97.39
S1	96.07	96.07	97.06	95.45
S2	94.82	94.82	96.79
S3	91.94	93.19	96.53
S4	89.06	90.31	95.74

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.09	105.76	99.85
R3	103.94	102.61	98.99
R2	100.79	100.79	98.70
R1	99.46	99.46	98.41	98.55
PP	97.64	97.64	97.64	97.19
S1	96.31	96.31	97.83	95.40
S2	94.49	94.49	97.54
S3	91.34	93.16	97.25
S4	88.19	90.01	96.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.33	95.83	3.50	3.6%	1.88	1.9%	43%	True	False	14,070
10	99.62	95.83	3.79	3.9%	1.81	1.9%	39%	False	False	14,000
20	99.62	93.96	5.66	5.8%	1.50	1.5%	59%	False	False	12,967
40	99.62	87.03	12.59	12.9%	1.58	1.6%	82%	False	False	10,459
60	99.62	80.62	19.00	19.5%	1.70	1.7%	88%	False	False	9,003

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 23 trading days

Fibonacci Retracements and Extensions
4.250	111.57
2.618	106.87
1.618	103.99
1.000	102.21
0.618	101.11
HIGH	99.33
0.618	98.23
0.500	97.89
0.382	97.55
LOW	96.45
0.618	94.67
1.000	93.57
1.618	91.79
2.618	88.91
4.250	84.21

Fisher Pivots for day following 06-Sep-2012
Pivot	1 day	3 day
R1	97.89	97.78
PP	97.70	97.62
S1	97.51	97.47

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols