NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 96.46 97.32 0.86 0.9% 95.71
High 97.82 98.24 0.42 0.4% 96.92
Low 96.29 97.32 1.03 1.1% 94.95
Close 97.57 97.94 0.37 0.4% 95.88
Range 1.53 0.92 -0.61 -39.9% 1.97
ATR 1.46 1.42 -0.04 -2.6% 0.00
Volume 252,931 211,277 -41,654 -16.5% 971,307
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.59 100.19 98.45
R3 99.67 99.27 98.19
R2 98.75 98.75 98.11
R1 98.35 98.35 98.02 98.55
PP 97.83 97.83 97.83 97.94
S1 97.43 97.43 97.86 97.63
S2 96.91 96.91 97.77
S3 95.99 96.51 97.69
S4 95.07 95.59 97.43
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.83 100.82 96.96
R3 99.86 98.85 96.42
R2 97.89 97.89 96.24
R1 96.88 96.88 96.06 97.39
PP 95.92 95.92 95.92 96.17
S1 94.91 94.91 95.70 95.42
S2 93.95 93.95 95.52
S3 91.98 92.94 95.34
S4 90.01 90.97 94.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.24 95.12 3.12 3.2% 1.30 1.3% 90% True False 209,660
10 98.24 93.55 4.69 4.8% 1.41 1.4% 94% True False 214,136
20 98.24 91.96 6.28 6.4% 1.37 1.4% 95% True False 150,325
40 98.24 86.40 11.84 12.1% 1.43 1.5% 97% True False 98,498
60 98.24 85.80 12.44 12.7% 1.61 1.6% 98% True False 77,715
80 98.24 85.80 12.44 12.7% 1.67 1.7% 98% True False 63,554
100 101.78 85.80 15.98 16.3% 1.77 1.8% 76% False False 54,358
120 101.78 85.80 15.98 16.3% 1.72 1.8% 76% False False 47,460
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 102.15
2.618 100.65
1.618 99.73
1.000 99.16
0.618 98.81
HIGH 98.24
0.618 97.89
0.500 97.78
0.382 97.67
LOW 97.32
0.618 96.75
1.000 96.40
1.618 95.83
2.618 94.91
4.250 93.41
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 97.89 97.58
PP 97.83 97.22
S1 97.78 96.86

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

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