NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 88.20 87.99 -0.21 -0.2% 87.03
High 88.45 89.66 1.21 1.4% 89.66
Low 86.38 87.99 1.61 1.9% 85.97
Close 88.23 89.24 1.01 1.1% 89.24
Range 2.07 1.67 -0.40 -19.3% 3.69
ATR 2.51 2.45 -0.06 -2.4% 0.00
Volume 10,057 8,350 -1,707 -17.0% 45,379
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.97 93.28 90.16
R3 92.30 91.61 89.70
R2 90.63 90.63 89.55
R1 89.94 89.94 89.39 90.29
PP 88.96 88.96 88.96 89.14
S1 88.27 88.27 89.09 88.62
S2 87.29 87.29 88.93
S3 85.62 86.60 88.78
S4 83.95 84.93 88.32
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 99.36 97.99 91.27
R3 95.67 94.30 90.25
R2 91.98 91.98 89.92
R1 90.61 90.61 89.58 91.30
PP 88.29 88.29 88.29 88.63
S1 86.92 86.92 88.90 87.61
S2 84.60 84.60 88.56
S3 80.91 83.23 88.23
S4 77.22 79.54 87.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.66 85.97 3.69 4.1% 1.94 2.2% 89% True False 9,075
10 90.71 80.68 10.03 11.2% 2.68 3.0% 85% False False 10,056
20 90.71 79.69 11.02 12.3% 2.39 2.7% 87% False False 9,638
40 95.49 79.69 15.80 17.7% 2.21 2.5% 60% False False 8,102
60 107.14 79.69 27.45 30.8% 1.97 2.2% 35% False False 7,079
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.24
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 96.76
2.618 94.03
1.618 92.36
1.000 91.33
0.618 90.69
HIGH 89.66
0.618 89.02
0.500 88.83
0.382 88.63
LOW 87.99
0.618 86.96
1.000 86.32
1.618 85.29
2.618 83.62
4.250 80.89
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 89.10 88.83
PP 88.96 88.43
S1 88.83 88.02

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

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