NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 89.86 91.22 1.36 1.5% 92.68
High 91.77 91.68 -0.09 -0.1% 92.68
Low 89.60 90.81 1.21 1.4% 88.25
Close 90.78 91.65 0.87 1.0% 91.65
Range 2.17 0.87 -1.30 -59.9% 4.43
ATR 2.31 2.21 -0.10 -4.4% 0.00
Volume 8,786 6,578 -2,208 -25.1% 46,969
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.99 93.69 92.13
R3 93.12 92.82 91.89
R2 92.25 92.25 91.81
R1 91.95 91.95 91.73 92.10
PP 91.38 91.38 91.38 91.46
S1 91.08 91.08 91.57 91.23
S2 90.51 90.51 91.49
S3 89.64 90.21 91.41
S4 88.77 89.34 91.17
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 104.15 102.33 94.09
R3 99.72 97.90 92.87
R2 95.29 95.29 92.46
R1 93.47 93.47 92.06 92.17
PP 90.86 90.86 90.86 90.21
S1 89.04 89.04 91.24 87.74
S2 86.43 86.43 90.84
S3 82.00 84.61 90.43
S4 77.57 80.18 89.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.68 88.25 4.43 4.8% 2.01 2.2% 77% False False 9,393
10 94.33 88.25 6.08 6.6% 1.86 2.0% 56% False False 11,094
20 94.33 80.68 13.65 14.9% 2.27 2.5% 80% False False 10,575
40 94.33 79.69 14.64 16.0% 2.28 2.5% 82% False False 9,748
60 106.17 79.69 26.48 28.9% 2.11 2.3% 45% False False 8,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 95.38
2.618 93.96
1.618 93.09
1.000 92.55
0.618 92.22
HIGH 91.68
0.618 91.35
0.500 91.25
0.382 91.14
LOW 90.81
0.618 90.27
1.000 89.94
1.618 89.40
2.618 88.53
4.250 87.11
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 91.52 91.10
PP 91.38 90.56
S1 91.25 90.01

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

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