NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 08-Jan-2013
Day Change Summary
Previous Current
07-Jan-2013 08-Jan-2013 Change Change % Previous Week
Open 93.70 93.76 0.06 0.1% 90.91
High 93.77 94.25 0.48 0.5% 94.31
Low 92.86 93.13 0.27 0.3% 90.49
Close 93.63 93.60 -0.03 0.0% 93.51
Range 0.91 1.12 0.21 23.1% 3.82
ATR 1.54 1.51 -0.03 -2.0% 0.00
Volume 73,748 60,752 -12,996 -17.6% 204,074
Daily Pivots for day following 08-Jan-2013
Classic Woodie Camarilla DeMark
R4 97.02 96.43 94.22
R3 95.90 95.31 93.91
R2 94.78 94.78 93.81
R1 94.19 94.19 93.70 93.93
PP 93.66 93.66 93.66 93.53
S1 93.07 93.07 93.50 92.81
S2 92.54 92.54 93.39
S3 91.42 91.95 93.29
S4 90.30 90.83 92.98
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 91.96 2.35 2.5% 1.35 1.4% 70% False False 61,280
10 94.31 88.78 5.53 5.9% 1.44 1.5% 87% False False 47,832
20 94.31 86.40 7.91 8.5% 1.41 1.5% 91% False False 52,867
40 94.31 85.90 8.41 9.0% 1.58 1.7% 92% False False 44,447
60 94.85 85.80 9.05 9.7% 1.70 1.8% 86% False False 37,856
80 101.78 85.80 15.98 17.1% 1.86 2.0% 49% False False 33,141
100 101.78 85.80 15.98 17.1% 1.79 1.9% 49% False False 29,384
120 101.78 85.80 15.98 17.1% 1.76 1.9% 49% False False 26,079
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.01
2.618 97.18
1.618 96.06
1.000 95.37
0.618 94.94
HIGH 94.25
0.618 93.82
0.500 93.69
0.382 93.56
LOW 93.13
0.618 92.44
1.000 92.01
1.618 91.32
2.618 90.20
4.250 88.37
Fisher Pivots for day following 08-Jan-2013
Pivot 1 day 3 day
R1 93.69 93.44
PP 93.66 93.27
S1 93.63 93.11

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

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