NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 93.76 93.61 -0.15 -0.2% 90.91
High 94.25 94.07 -0.18 -0.2% 94.31
Low 93.13 93.13 0.00 0.0% 90.49
Close 93.60 93.56 -0.04 0.0% 93.51
Range 1.12 0.94 -0.18 -16.1% 3.82
ATR 1.51 1.47 -0.04 -2.7% 0.00
Volume 60,752 76,045 15,293 25.2% 204,074
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 96.41 95.92 94.08
R3 95.47 94.98 93.82
R2 94.53 94.53 93.73
R1 94.04 94.04 93.65 93.82
PP 93.59 93.59 93.59 93.47
S1 93.10 93.10 93.47 92.88
S2 92.65 92.65 93.39
S3 91.71 92.16 93.30
S4 90.77 91.22 93.04
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 94.25 91.96 2.29 2.4% 1.08 1.2% 70% False False 69,172
10 94.31 89.18 5.13 5.5% 1.47 1.6% 85% False False 50,773
20 94.31 86.40 7.91 8.5% 1.38 1.5% 91% False False 54,137
40 94.31 86.27 8.04 8.6% 1.54 1.6% 91% False False 45,522
60 94.85 85.80 9.05 9.7% 1.69 1.8% 86% False False 38,724
80 100.77 85.80 14.97 16.0% 1.85 2.0% 52% False False 33,805
100 101.78 85.80 15.98 17.1% 1.79 1.9% 49% False False 30,020
120 101.78 85.80 15.98 17.1% 1.75 1.9% 49% False False 26,655
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.07
2.618 96.53
1.618 95.59
1.000 95.01
0.618 94.65
HIGH 94.07
0.618 93.71
0.500 93.60
0.382 93.49
LOW 93.13
0.618 92.55
1.000 92.19
1.618 91.61
2.618 90.67
4.250 89.14
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 93.60 93.56
PP 93.59 93.56
S1 93.57 93.56

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

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