NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 94.29 94.23 -0.06 -0.1% 93.70
High 94.53 94.73 0.20 0.2% 95.16
Low 93.06 93.40 0.34 0.4% 92.86
Close 93.99 94.59 0.60 0.6% 93.99
Range 1.47 1.33 -0.14 -9.5% 2.30
ATR 1.48 1.47 -0.01 -0.7% 0.00
Volume 129,092 110,113 -18,979 -14.7% 458,398
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.23 97.74 95.32
R3 96.90 96.41 94.96
R2 95.57 95.57 94.83
R1 95.08 95.08 94.71 95.33
PP 94.24 94.24 94.24 94.36
S1 93.75 93.75 94.47 94.00
S2 92.91 92.91 94.35
S3 91.58 92.42 94.22
S4 90.25 91.09 93.86
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 93.06 2.10 2.2% 1.30 1.4% 73% False False 98,952
10 95.16 90.49 4.67 4.9% 1.40 1.5% 88% False False 77,258
20 95.16 87.20 7.96 8.4% 1.40 1.5% 93% False False 62,065
40 95.16 86.27 8.89 9.4% 1.55 1.6% 94% False False 51,450
60 95.16 85.80 9.36 9.9% 1.70 1.8% 94% False False 43,877
80 95.21 85.80 9.41 9.9% 1.76 1.9% 93% False False 37,559
100 101.78 85.80 15.98 16.9% 1.80 1.9% 55% False False 33,237
120 101.78 85.80 15.98 16.9% 1.76 1.9% 55% False False 29,438
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.38
2.618 98.21
1.618 96.88
1.000 96.06
0.618 95.55
HIGH 94.73
0.618 94.22
0.500 94.07
0.382 93.91
LOW 93.40
0.618 92.58
1.000 92.07
1.618 91.25
2.618 89.92
4.250 87.75
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 94.42 94.43
PP 94.24 94.27
S1 94.07 94.11

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

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