NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 89.69 89.86 0.17 0.2% 89.30
High 90.52 91.77 1.25 1.4% 94.33
Low 88.25 89.60 1.35 1.5% 88.73
Close 90.31 90.78 0.47 0.5% 93.03
Range 2.27 2.17 -0.10 -4.4% 5.60
ATR 2.32 2.31 -0.01 -0.5% 0.00
Volume 10,705 8,786 -1,919 -17.9% 63,971
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 97.23 96.17 91.97
R3 95.06 94.00 91.38
R2 92.89 92.89 91.18
R1 91.83 91.83 90.98 92.36
PP 90.72 90.72 90.72 90.98
S1 89.66 89.66 90.58 90.19
S2 88.55 88.55 90.38
S3 86.38 87.49 90.18
S4 84.21 85.32 89.59
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 93.72 88.25 5.47 6.0% 2.14 2.4% 46% False False 12,031
10 94.33 87.99 6.34 7.0% 1.94 2.1% 44% False False 11,271
20 94.33 79.69 14.64 16.1% 2.39 2.6% 76% False False 10,657
40 94.33 79.69 14.64 16.1% 2.31 2.5% 76% False False 9,700
60 106.82 79.69 27.13 29.9% 2.12 2.3% 41% False False 8,240
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.99
2.618 97.45
1.618 95.28
1.000 93.94
0.618 93.11
HIGH 91.77
0.618 90.94
0.500 90.69
0.382 90.43
LOW 89.60
0.618 88.26
1.000 87.43
1.618 86.09
2.618 83.92
4.250 80.38
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 90.75 90.52
PP 90.72 90.27
S1 90.69 90.01

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

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