NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 96.76 95.50 -1.26 -1.3% 94.23
High 96.92 96.68 -0.24 -0.2% 96.50
Low 94.95 95.12 0.17 0.2% 93.40
Close 95.23 95.95 0.72 0.8% 96.04
Range 1.97 1.56 -0.41 -20.8% 3.10
ATR 1.48 1.49 0.01 0.4% 0.00
Volume 318,008 232,035 -85,973 -27.0% 773,508
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.60 99.83 96.81
R3 99.04 98.27 96.38
R2 97.48 97.48 96.24
R1 96.71 96.71 96.09 97.10
PP 95.92 95.92 95.92 96.11
S1 95.15 95.15 95.81 95.54
S2 94.36 94.36 95.66
S3 92.80 93.59 95.52
S4 91.24 92.03 95.09
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 96.92 94.26 2.66 2.8% 1.59 1.7% 64% False False 232,290
10 96.92 93.06 3.86 4.0% 1.49 1.6% 75% False False 180,779
20 96.92 89.18 7.74 8.1% 1.48 1.5% 87% False False 115,776
40 96.92 86.40 10.52 11.0% 1.48 1.5% 91% False False 81,694
60 96.92 85.80 11.12 11.6% 1.61 1.7% 91% False False 65,523
80 96.92 85.80 11.12 11.6% 1.74 1.8% 91% False False 54,234
100 101.78 85.80 15.98 16.7% 1.80 1.9% 64% False False 46,754
120 101.78 85.80 15.98 16.7% 1.75 1.8% 64% False False 41,078
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.31
2.618 100.76
1.618 99.20
1.000 98.24
0.618 97.64
HIGH 96.68
0.618 96.08
0.500 95.90
0.382 95.72
LOW 95.12
0.618 94.16
1.000 93.56
1.618 92.60
2.618 91.04
4.250 88.49
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 95.93 95.95
PP 95.92 95.94
S1 95.90 95.94

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

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