NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	100.76	100.46	-0.30	-0.3%	98.40
High	101.54	100.76	-0.78	-0.8%	101.54
Low	100.20	97.50	-2.70	-2.7%	97.95
Close	100.47	98.21	-2.26	-2.2%	100.47
Range	1.34	3.26	1.92	143.3%	3.59
ATR	1.15	1.30	0.15	13.1%	0.00
Volume	10,462	20,837	10,375	99.2%	36,813

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.60	106.67	100.00
R3	105.34	103.41	99.11
R2	102.08	102.08	98.81
R1	100.15	100.15	98.51	99.49
PP	98.82	98.82	98.82	98.49
S1	96.89	96.89	97.91	96.23
S2	95.56	95.56	97.61
S3	92.30	93.63	97.31
S4	89.04	90.37	96.42

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	110.76	109.20	102.44
R3	107.17	105.61	101.46
R2	103.58	103.58	101.13
R1	102.02	102.02	100.80	102.80
PP	99.99	99.99	99.99	100.38
S1	98.43	98.43	100.14	99.21
S2	96.40	96.40	99.81
S3	92.81	94.84	99.48
S4	89.22	91.25	98.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.54	97.50	4.04	4.1%	1.39	1.4%	18%	False	True	10,683
10	101.54	96.50	5.04	5.1%	1.40	1.4%	34%	False	False	8,327
20	101.54	95.97	5.57	5.7%	1.18	1.2%	40%	False	False	6,138

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	0.39
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	114.62
2.618	109.29
1.618	106.03
1.000	104.02
0.618	102.77
HIGH	100.76
0.618	99.51
0.500	99.13
0.382	98.75
LOW	97.50
0.618	95.49
1.000	94.24
1.618	92.23
2.618	88.97
4.250	83.65

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	99.13	99.52
PP	98.82	99.08
S1	98.52	98.65

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