NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 95.65 95.71 0.06 0.1% 94.23
High 96.13 96.89 0.76 0.8% 96.50
Low 95.36 95.47 0.11 0.1% 93.40
Close 96.04 96.68 0.64 0.7% 96.04
Range 0.77 1.42 0.65 84.4% 3.10
ATR 1.44 1.44 0.00 -0.1% 0.00
Volume 210,132 236,391 26,259 12.5% 773,508
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.61 100.06 97.46
R3 99.19 98.64 97.07
R2 97.77 97.77 96.94
R1 97.22 97.22 96.81 97.50
PP 96.35 96.35 96.35 96.48
S1 95.80 95.80 96.55 96.08
S2 94.93 94.93 96.42
S3 93.51 94.38 96.29
S4 92.09 92.96 95.90
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.61 103.43 97.75
R3 101.51 100.33 96.89
R2 98.41 98.41 96.61
R1 97.23 97.23 96.32 97.82
PP 95.31 95.31 95.31 95.61
S1 94.13 94.13 95.76 94.72
S2 92.21 92.21 95.47
S3 89.11 91.03 95.19
S4 86.01 87.93 94.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.89 93.55 3.34 3.5% 1.38 1.4% 94% True False 179,957
10 96.89 93.06 3.83 4.0% 1.34 1.4% 95% True False 139,454
20 96.89 88.53 8.36 8.6% 1.44 1.5% 97% True False 93,199
40 96.89 86.40 10.49 10.9% 1.46 1.5% 98% True False 68,966
60 96.89 85.80 11.09 11.5% 1.60 1.7% 98% True False 57,222
80 96.89 85.80 11.09 11.5% 1.74 1.8% 98% True False 47,717
100 101.78 85.80 15.98 16.5% 1.79 1.9% 68% False False 41,487
120 101.78 85.80 15.98 16.5% 1.74 1.8% 68% False False 36,685
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.93
2.618 100.61
1.618 99.19
1.000 98.31
0.618 97.77
HIGH 96.89
0.618 96.35
0.500 96.18
0.382 96.01
LOW 95.47
0.618 94.59
1.000 94.05
1.618 93.17
2.618 91.75
4.250 89.44
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 96.51 96.31
PP 96.35 95.94
S1 96.18 95.58

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

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