NYMEX Light Sweet Crude Oil Future March 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 98.96 100.39 1.43 1.4% 98.06
High 100.18 101.78 1.60 1.6% 101.78
Low 98.38 100.02 1.64 1.7% 97.43
Close 99.86 100.45 0.59 0.6% 100.45
Range 1.80 1.76 -0.04 -2.2% 4.35
ATR 1.65 1.67 0.02 1.2% 0.00
Volume 16,107 22,885 6,778 42.1% 86,721
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 106.03 105.00 101.42
R3 104.27 103.24 100.93
R2 102.51 102.51 100.77
R1 101.48 101.48 100.61 102.00
PP 100.75 100.75 100.75 101.01
S1 99.72 99.72 100.29 100.24
S2 98.99 98.99 100.13
S3 97.23 97.96 99.97
S4 95.47 96.20 99.48
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 112.94 111.04 102.84
R3 108.59 106.69 101.65
R2 104.24 104.24 101.25
R1 102.34 102.34 100.85 103.29
PP 99.89 99.89 99.89 100.36
S1 97.99 97.99 100.05 98.94
S2 95.54 95.54 99.65
S3 91.19 93.64 99.25
S4 86.84 89.29 98.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.78 97.43 4.35 4.3% 1.38 1.4% 69% True False 17,344
10 101.78 96.19 5.59 5.6% 1.72 1.7% 76% True False 16,324
20 101.78 95.83 5.95 5.9% 1.56 1.6% 78% True False 14,879
40 101.78 88.85 12.93 12.9% 1.56 1.6% 90% True False 12,353
60 101.78 80.62 21.16 21.1% 1.71 1.7% 94% True False 10,335
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.26
2.618 106.39
1.618 104.63
1.000 103.54
0.618 102.87
HIGH 101.78
0.618 101.11
0.500 100.90
0.382 100.69
LOW 100.02
0.618 98.93
1.000 98.26
1.618 97.17
2.618 95.41
4.250 92.54
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 100.90 100.33
PP 100.75 100.20
S1 100.60 100.08

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

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