NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 94.22 93.68 -0.54 -0.6% 100.52
High 94.22 94.39 0.17 0.2% 100.77
Low 92.45 92.00 -0.45 -0.5% 92.46
Close 93.30 92.77 -0.53 -0.6% 94.21
Range 1.77 2.39 0.62 35.0% 8.31
ATR 1.98 2.01 0.03 1.5% 0.00
Volume 24,580 14,938 -9,642 -39.2% 96,615
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 100.22 98.89 94.08
R3 97.83 96.50 93.43
R2 95.44 95.44 93.21
R1 94.11 94.11 92.99 93.58
PP 93.05 93.05 93.05 92.79
S1 91.72 91.72 92.55 91.19
S2 90.66 90.66 92.33
S3 88.27 89.33 92.11
S4 85.88 86.94 91.46
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 97.58 92.00 5.58 6.0% 2.37 2.6% 14% False True 17,394
10 101.78 92.00 9.78 10.5% 2.29 2.5% 8% False True 19,412
20 101.78 92.00 9.78 10.5% 1.94 2.1% 8% False True 16,708
40 101.78 89.39 12.39 13.4% 1.77 1.9% 27% False False 14,509
60 101.78 84.97 16.81 18.1% 1.75 1.9% 46% False False 11,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.55
2.618 100.65
1.618 98.26
1.000 96.78
0.618 95.87
HIGH 94.39
0.618 93.48
0.500 93.20
0.382 92.91
LOW 92.00
0.618 90.52
1.000 89.61
1.618 88.13
2.618 85.74
4.250 81.84
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 93.20 93.49
PP 93.05 93.25
S1 92.91 93.01

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

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