NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 93.42 94.50 1.08 1.2% 100.52
High 94.35 94.97 0.62 0.7% 100.77
Low 92.46 94.03 1.57 1.7% 92.46
Close 93.74 94.21 0.47 0.5% 94.21
Range 1.89 0.94 -0.95 -50.3% 8.31
ATR 2.06 2.00 -0.06 -2.9% 0.00
Volume 21,312 17,624 -3,688 -17.3% 96,615
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 97.22 96.66 94.73
R3 96.28 95.72 94.47
R2 95.34 95.34 94.38
R1 94.78 94.78 94.30 94.59
PP 94.40 94.40 94.40 94.31
S1 93.84 93.84 94.12 93.65
S2 93.46 93.46 94.04
S3 92.52 92.90 93.95
S4 91.58 91.96 93.69
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 120.74 115.79 98.78
R3 112.43 107.48 96.50
R2 104.12 104.12 95.73
R1 99.17 99.17 94.97 97.49
PP 95.81 95.81 95.81 94.98
S1 90.86 90.86 93.45 89.18
S2 87.50 87.50 92.69
S3 79.19 82.55 91.92
S4 70.88 74.24 89.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.77 92.46 8.31 8.8% 2.78 3.0% 21% False False 19,323
10 101.78 92.46 9.32 9.9% 2.08 2.2% 19% False False 18,333
20 101.78 92.46 9.32 9.9% 1.95 2.1% 19% False False 16,345
40 101.78 89.39 12.39 13.2% 1.71 1.8% 39% False False 13,894
60 101.78 80.62 21.16 22.5% 1.84 2.0% 64% False False 11,398
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.42
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 98.97
2.618 97.43
1.618 96.49
1.000 95.91
0.618 95.55
HIGH 94.97
0.618 94.61
0.500 94.50
0.382 94.39
LOW 94.03
0.618 93.45
1.000 93.09
1.618 92.51
2.618 91.57
4.250 90.04
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 94.50 95.02
PP 94.40 94.75
S1 94.31 94.48

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

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