NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 93.26 93.70 0.44 0.5% 90.91
High 93.60 93.77 0.17 0.2% 94.31
Low 91.96 92.86 0.90 1.0% 90.49
Close 93.51 93.63 0.12 0.1% 93.51
Range 1.64 0.91 -0.73 -44.5% 3.82
ATR 1.59 1.54 -0.05 -3.1% 0.00
Volume 72,819 73,748 929 1.3% 204,074
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 96.15 95.80 94.13
R3 95.24 94.89 93.88
R2 94.33 94.33 93.80
R1 93.98 93.98 93.71 93.70
PP 93.42 93.42 93.42 93.28
S1 93.07 93.07 93.55 92.79
S2 92.51 92.51 93.46
S3 91.60 92.16 93.38
S4 90.69 91.25 93.13
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% 1.50 1.6% 82% False False 55,564
10 94.31 88.53 5.78 6.2% 1.53 1.6% 88% False False 46,944
20 94.31 86.40 7.91 8.4% 1.41 1.5% 91% False False 51,935
40 94.31 85.90 8.41 9.0% 1.58 1.7% 92% False False 43,853
60 94.85 85.80 9.05 9.7% 1.71 1.8% 87% False False 37,303
80 101.78 85.80 15.98 17.1% 1.87 2.0% 49% False False 32,583
100 101.78 85.80 15.98 17.1% 1.80 1.9% 49% False False 28,877
120 101.78 85.80 15.98 17.1% 1.76 1.9% 49% False False 25,612
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.64
2.618 96.15
1.618 95.24
1.000 94.68
0.618 94.33
HIGH 93.77
0.618 93.42
0.500 93.32
0.382 93.21
LOW 92.86
0.618 92.30
1.000 91.95
1.618 91.39
2.618 90.48
4.250 88.99
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 93.53 93.38
PP 93.42 93.12
S1 93.32 92.87

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

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