NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 98.11 96.90 -1.21 -1.2% 98.58
High 99.00 97.82 -1.18 -1.2% 98.58
Low 97.20 96.57 -0.63 -0.6% 96.00
Close 97.30 97.47 0.17 0.2% 98.22
Range 1.80 1.25 -0.55 -30.6% 2.58
ATR 1.35 1.34 -0.01 -0.5% 0.00
Volume 7,135 6,548 -587 -8.2% 26,209
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 101.04 100.50 98.16
R3 99.79 99.25 97.81
R2 98.54 98.54 97.70
R1 98.00 98.00 97.58 98.27
PP 97.29 97.29 97.29 97.42
S1 96.75 96.75 97.36 97.02
S2 96.04 96.04 97.24
S3 94.79 95.50 97.13
S4 93.54 94.25 96.78
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.34 104.36 99.64
R3 102.76 101.78 98.93
R2 100.18 100.18 98.69
R1 99.20 99.20 98.46 98.40
PP 97.60 97.60 97.60 97.20
S1 96.62 96.62 97.98 95.82
S2 95.02 95.02 97.75
S3 92.44 94.04 97.51
S4 89.86 91.46 96.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.00 96.00 3.00 3.1% 1.23 1.3% 49% False False 6,161
10 99.28 96.00 3.28 3.4% 1.27 1.3% 45% False False 6,195
20 99.28 94.05 5.23 5.4% 1.05 1.1% 65% False False 5,402
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 True
Bull Hook False
Stretch 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.13
2.618 101.09
1.618 99.84
1.000 99.07
0.618 98.59
HIGH 97.82
0.618 97.34
0.500 97.20
0.382 97.05
LOW 96.57
0.618 95.80
1.000 95.32
1.618 94.55
2.618 93.30
4.250 91.26
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 97.38 97.79
PP 97.29 97.68
S1 97.20 97.58

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

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