NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	99.11	98.88	-0.23	-0.2%	98.11
High	99.78	100.21	0.43	0.4%	99.35
Low	98.63	98.60	-0.03	0.0%	96.28
Close	98.94	99.97	1.03	1.0%	98.44
Range	1.15	1.61	0.46	40.0%	3.07
ATR	1.35	1.37	0.02	1.4%	0.00
Volume	12,039	8,368	-3,671	-30.5%	32,806

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.42	103.81	100.86
R3	102.81	102.20	100.41
R2	101.20	101.20	100.27
R1	100.59	100.59	100.12	100.90
PP	99.59	99.59	99.59	99.75
S1	98.98	98.98	99.82	99.29
S2	97.98	97.98	99.67
S3	96.37	97.37	99.53
S4	94.76	95.76	99.08

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.23	105.91	100.13
R3	104.16	102.84	99.28
R2	101.09	101.09	99.00
R1	99.77	99.77	98.72	100.43
PP	98.02	98.02	98.02	98.36
S1	96.70	96.70	98.16	97.36
S2	94.95	94.95	97.88
S3	91.88	93.63	97.60
S4	88.81	90.56	96.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.21	96.28	3.93	3.9%	1.24	1.2%	94%	True	False	9,216
10	100.21	96.00	4.21	4.2%	1.39	1.4%	94%	True	False	7,726
20	100.21	96.00	4.21	4.2%	1.21	1.2%	94%	True	False	6,451
40	100.21	89.34	10.87	10.9%	1.18	1.2%	98%	True	False	5,376

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	0.45
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	107.05
2.618	104.42
1.618	102.81
1.000	101.82
0.618	101.20
HIGH	100.21
0.618	99.59
0.500	99.41
0.382	99.22
LOW	98.60
0.618	97.61
1.000	96.99
1.618	96.00
2.618	94.39
4.250	91.76

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	99.78	99.78
PP	99.59	99.59
S1	99.41	99.41

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