NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 91.22 91.74 0.52 0.6% 92.68
High 91.68 91.80 0.12 0.1% 92.68
Low 90.81 90.97 0.16 0.2% 88.25
Close 91.65 91.35 -0.30 -0.3% 91.65
Range 0.87 0.83 -0.04 -4.6% 4.43
ATR 2.21 2.11 -0.10 -4.5% 0.00
Volume 6,578 10,923 4,345 66.1% 46,969
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.86 93.44 91.81
R3 93.03 92.61 91.58
R2 92.20 92.20 91.50
R1 91.78 91.78 91.43 91.58
PP 91.37 91.37 91.37 91.27
S1 90.95 90.95 91.27 90.75
S2 90.54 90.54 91.20
S3 89.71 90.12 91.12
S4 88.88 89.29 90.89
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 91.80 88.25 3.55 3.9% 1.50 1.6% 87% True False 9,208
10 94.33 88.25 6.08 6.7% 1.76 1.9% 51% False False 11,351
20 94.33 84.24 10.09 11.0% 1.98 2.2% 70% False False 10,536
40 94.33 79.69 14.64 16.0% 2.21 2.4% 80% False False 9,827
60 103.38 79.69 23.69 25.9% 2.09 2.3% 49% False False 8,292
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.30
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 95.33
2.618 93.97
1.618 93.14
1.000 92.63
0.618 92.31
HIGH 91.80
0.618 91.48
0.500 91.39
0.382 91.29
LOW 90.97
0.618 90.46
1.000 90.14
1.618 89.63
2.618 88.80
4.250 87.44
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 91.39 91.13
PP 91.37 90.92
S1 91.36 90.70

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

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