NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 31-Jan-2013
Day Change Summary
Previous Current
30-Jan-2013 31-Jan-2013 Change Change % Previous Week
Open 97.32 97.96 0.64 0.7% 95.71
High 98.24 98.04 -0.20 -0.2% 96.92
Low 97.32 96.84 -0.48 -0.5% 94.95
Close 97.94 97.49 -0.45 -0.5% 95.88
Range 0.92 1.20 0.28 30.4% 1.97
ATR 1.42 1.40 -0.02 -1.1% 0.00
Volume 211,277 230,630 19,353 9.2% 971,307
Daily Pivots for day following 31-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.06 100.47 98.15
R3 99.86 99.27 97.82
R2 98.66 98.66 97.71
R1 98.07 98.07 97.60 97.77
PP 97.46 97.46 97.46 97.30
S1 96.87 96.87 97.38 96.57
S2 96.26 96.26 97.27
S3 95.06 95.67 97.16
S4 93.86 94.47 96.83
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 95.43 2.81 2.9% 1.22 1.3% 73% False False 209,379
10 98.24 94.26 3.98 4.1% 1.41 1.4% 81% False False 220,834
20 98.24 91.96 6.28 6.4% 1.32 1.4% 88% False False 160,027
40 98.24 86.40 11.84 12.1% 1.42 1.5% 94% False False 103,298
60 98.24 85.80 12.44 12.8% 1.60 1.6% 94% False False 81,107
80 98.24 85.80 12.44 12.8% 1.66 1.7% 94% False False 66,213
100 101.78 85.80 15.98 16.4% 1.76 1.8% 73% False False 56,458
120 101.78 85.80 15.98 16.4% 1.72 1.8% 73% False False 49,264
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.14
2.618 101.18
1.618 99.98
1.000 99.24
0.618 98.78
HIGH 98.04
0.618 97.58
0.500 97.44
0.382 97.30
LOW 96.84
0.618 96.10
1.000 95.64
1.618 94.90
2.618 93.70
4.250 91.74
Fisher Pivots for day following 31-Jan-2013
Pivot 1 day 3 day
R1 97.47 97.42
PP 97.46 97.34
S1 97.44 97.27

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

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