NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 98.49 97.40 -1.09 -1.1% 98.31
High 98.50 97.40 -1.10 -1.1% 101.50
Low 96.82 92.87 -3.95 -4.1% 97.72
Close 96.92 93.56 -3.36 -3.5% 100.53
Range 1.68 4.53 2.85 169.6% 3.78
ATR 1.54 1.75 0.21 13.9% 0.00
Volume 7,541 3,072 -4,469 -59.3% 46,249
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 108.20 105.41 96.05
R3 103.67 100.88 94.81
R2 99.14 99.14 94.39
R1 96.35 96.35 93.98 95.48
PP 94.61 94.61 94.61 94.18
S1 91.82 91.82 93.14 90.95
S2 90.08 90.08 92.73
S3 85.55 87.29 92.31
S4 81.02 82.76 91.07
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 111.26 109.67 102.61
R3 107.48 105.89 101.57
R2 103.70 103.70 101.22
R1 102.11 102.11 100.88 102.91
PP 99.92 99.92 99.92 100.31
S1 98.33 98.33 100.18 99.13
S2 96.14 96.14 99.84
S3 92.36 94.55 99.49
S4 88.58 90.77 98.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.50 92.87 8.63 9.2% 2.48 2.7% 8% False True 11,111
10 101.50 92.87 8.63 9.2% 1.94 2.1% 8% False True 9,893
20 101.50 92.87 8.63 9.2% 1.61 1.7% 8% False True 8,044
40 101.50 89.34 12.16 13.0% 1.38 1.5% 35% False False 6,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 116.65
2.618 109.26
1.618 104.73
1.000 101.93
0.618 100.20
HIGH 97.40
0.618 95.67
0.500 95.14
0.382 94.60
LOW 92.87
0.618 90.07
1.000 88.34
1.618 85.54
2.618 81.01
4.250 73.62
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 95.14 96.85
PP 94.61 95.75
S1 94.09 94.66

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

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