NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	97.60	98.40	0.80	0.8%	98.37
High	98.55	98.69	0.14	0.1%	99.22
Low	96.50	97.95	1.45	1.5%	96.50
Close	98.48	98.69	0.21	0.2%	98.48
Range	2.05	0.74	-1.31	-63.9%	2.72
ATR	1.21	1.18	-0.03	-2.8%	0.00
Volume	9,892	4,233	-5,659	-57.2%	25,629

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.66	100.42	99.10
R3	99.92	99.68	98.89
R2	99.18	99.18	98.83
R1	98.94	98.94	98.76	99.06
PP	98.44	98.44	98.44	98.51
S1	98.20	98.20	98.62	98.32
S2	97.70	97.70	98.55
S3	96.96	97.46	98.49
S4	96.22	96.72	98.28

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.23	105.07	99.98
R3	103.51	102.35	99.23
R2	100.79	100.79	98.98
R1	99.63	99.63	98.73	100.21
PP	98.07	98.07	98.07	98.36
S1	96.91	96.91	98.23	97.49
S2	95.35	95.35	97.98
S3	92.63	94.19	97.73
S4	89.91	91.47	96.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.22	96.50	2.72	2.8%	1.41	1.4%	81%	False	False	5,972
10	99.22	95.97	3.25	3.3%	1.18	1.2%	84%	False	False	4,856
20	99.30	94.67	4.63	4.7%	1.03	1.0%	87%	False	False	4,523

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Bull Hook	False
Stretch	0.28
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	101.84
2.618	100.63
1.618	99.89
1.000	99.43
0.618	99.15
HIGH	98.69
0.618	98.41
0.500	98.32
0.382	98.23
LOW	97.95
0.618	97.49
1.000	97.21
1.618	96.75
2.618	96.01
4.250	94.81

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	98.57	98.41
PP	98.44	98.14
S1	98.32	97.86

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