NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 93.29 93.26 -0.03 0.0% 90.91
High 93.71 93.60 -0.11 -0.1% 94.31
Low 92.93 91.96 -0.97 -1.0% 90.49
Close 93.34 93.51 0.17 0.2% 93.51
Range 0.78 1.64 0.86 110.3% 3.82
ATR 1.59 1.59 0.00 0.2% 0.00
Volume 62,497 72,819 10,322 16.5% 204,074
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 97.94 97.37 94.41
R3 96.30 95.73 93.96
R2 94.66 94.66 93.81
R1 94.09 94.09 93.66 94.38
PP 93.02 93.02 93.02 93.17
S1 92.45 92.45 93.36 92.74
S2 91.38 91.38 93.21
S3 89.74 90.81 93.06
S4 88.10 89.17 92.61
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.23 102.69 95.61
R3 100.41 98.87 94.56
R2 96.59 96.59 94.21
R1 95.05 95.05 93.86 95.82
PP 92.77 92.77 92.77 93.16
S1 91.23 91.23 93.16 92.00
S2 88.95 88.95 92.81
S3 85.13 87.41 92.46
S4 81.31 83.59 91.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.31 90.49 3.82 4.1% 1.55 1.7% 79% False False 49,658
10 94.31 88.53 5.78 6.2% 1.57 1.7% 86% False False 45,137
20 94.31 86.40 7.91 8.5% 1.49 1.6% 90% False False 49,914
40 94.31 85.80 8.51 9.1% 1.67 1.8% 91% False False 42,991
60 95.21 85.80 9.41 10.1% 1.73 1.9% 82% False False 36,529
80 101.78 85.80 15.98 17.1% 1.87 2.0% 48% False False 31,898
100 101.78 85.80 15.98 17.1% 1.80 1.9% 48% False False 28,273
120 101.78 85.80 15.98 17.1% 1.77 1.9% 48% False False 25,023
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.57
2.618 97.89
1.618 96.25
1.000 95.24
0.618 94.61
HIGH 93.60
0.618 92.97
0.500 92.78
0.382 92.59
LOW 91.96
0.618 90.95
1.000 90.32
1.618 89.31
2.618 87.67
4.250 84.99
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 93.27 93.39
PP 93.02 93.26
S1 92.78 93.14

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

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