NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 93.60 94.29 0.69 0.7% 93.70
High 95.16 94.53 -0.63 -0.7% 95.16
Low 93.53 93.06 -0.47 -0.5% 92.86
Close 94.27 93.99 -0.28 -0.3% 93.99
Range 1.63 1.47 -0.16 -9.8% 2.30
ATR 1.48 1.48 0.00 -0.1% 0.00
Volume 118,761 129,092 10,331 8.7% 458,398
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.27 97.60 94.80
R3 96.80 96.13 94.39
R2 95.33 95.33 94.26
R1 94.66 94.66 94.12 94.26
PP 93.86 93.86 93.86 93.66
S1 93.19 93.19 93.86 92.79
S2 92.39 92.39 93.72
S3 90.92 91.72 93.59
S4 89.45 90.25 93.18
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.90 99.75 95.26
R3 98.60 97.45 94.62
R2 96.30 96.30 94.41
R1 95.15 95.15 94.20 95.73
PP 94.00 94.00 94.00 94.29
S1 92.85 92.85 93.78 93.43
S2 91.70 91.70 93.57
S3 89.40 90.55 93.36
S4 87.10 88.25 92.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.16 92.86 2.30 2.4% 1.21 1.3% 49% False False 91,679
10 95.16 90.49 4.67 5.0% 1.38 1.5% 75% False False 70,668
20 95.16 86.94 8.22 8.7% 1.39 1.5% 86% False False 60,791
40 95.16 86.27 8.89 9.5% 1.56 1.7% 87% False False 50,140
60 95.16 85.80 9.36 10.0% 1.70 1.8% 88% False False 42,281
80 97.58 85.80 11.78 12.5% 1.81 1.9% 70% False False 36,289
100 101.78 85.80 15.98 17.0% 1.80 1.9% 51% False False 32,221
120 101.78 85.80 15.98 17.0% 1.76 1.9% 51% False False 28,561
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.78
2.618 98.38
1.618 96.91
1.000 96.00
0.618 95.44
HIGH 94.53
0.618 93.97
0.500 93.80
0.382 93.62
LOW 93.06
0.618 92.15
1.000 91.59
1.618 90.68
2.618 89.21
4.250 86.81
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 93.93 94.11
PP 93.86 94.07
S1 93.80 94.03

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

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