NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 92.34 93.62 1.28 1.4% 89.30
High 94.33 93.72 -0.61 -0.6% 94.33
Low 92.16 92.20 0.04 0.0% 88.73
Close 94.15 93.03 -1.12 -1.2% 93.03
Range 2.17 1.52 -0.65 -30.0% 5.60
ATR 2.32 2.29 -0.03 -1.1% 0.00
Volume 10,233 19,767 9,534 93.2% 63,971
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 97.54 96.81 93.87
R3 96.02 95.29 93.45
R2 94.50 94.50 93.31
R1 93.77 93.77 93.17 93.38
PP 92.98 92.98 92.98 92.79
S1 92.25 92.25 92.89 91.86
S2 91.46 91.46 92.75
S3 89.94 90.73 92.61
S4 88.42 89.21 92.19
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 108.83 106.53 96.11
R3 103.23 100.93 94.57
R2 97.63 97.63 94.06
R1 95.33 95.33 93.54 96.48
PP 92.03 92.03 92.03 92.61
S1 89.73 89.73 92.52 90.88
S2 86.43 86.43 92.00
S3 80.83 84.13 91.49
S4 75.23 78.53 89.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.33 88.73 5.60 6.0% 1.71 1.8% 77% False False 12,794
10 94.33 85.97 8.36 9.0% 1.83 2.0% 84% False False 10,935
20 94.33 79.69 14.64 15.7% 2.22 2.4% 91% False False 10,918
40 94.33 79.69 14.64 15.7% 2.23 2.4% 91% False False 9,141
60 107.14 79.69 27.45 29.5% 2.03 2.2% 49% False False 7,832
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.18
2.618 97.70
1.618 96.18
1.000 95.24
0.618 94.66
HIGH 93.72
0.618 93.14
0.500 92.96
0.382 92.78
LOW 92.20
0.618 91.26
1.000 90.68
1.618 89.74
2.618 88.22
4.250 85.74
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 93.01 92.81
PP 92.98 92.59
S1 92.96 92.37

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

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