NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 92.84 93.68 0.84 0.9% 89.90
High 94.71 94.13 -0.58 -0.6% 92.46
Low 92.83 93.39 0.56 0.6% 89.37
Close 93.97 93.76 -0.21 -0.2% 91.81
Range 1.88 0.74 -1.14 -60.6% 3.09
ATR 1.56 1.50 -0.06 -3.7% 0.00
Volume 16,135 37,024 20,889 129.5% 68,992
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 95.98 95.61 94.17
R3 95.24 94.87 93.96
R2 94.50 94.50 93.90
R1 94.13 94.13 93.83 94.32
PP 93.76 93.76 93.76 93.85
S1 93.39 93.39 93.69 93.58
S2 93.02 93.02 93.62
S3 92.28 92.65 93.56
S4 91.54 91.91 93.35
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.48 99.24 93.51
R3 97.39 96.15 92.66
R2 94.30 94.30 92.38
R1 93.06 93.06 92.09 93.68
PP 91.21 91.21 91.21 91.53
S1 89.97 89.97 91.53 90.59
S2 88.12 88.12 91.24
S3 85.03 86.88 90.96
S4 81.94 83.79 90.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.71 91.01 3.70 3.9% 1.37 1.5% 74% False False 21,571
10 94.71 89.12 5.59 6.0% 1.46 1.6% 83% False False 21,645
20 94.71 87.04 7.67 8.2% 1.38 1.5% 88% False False 23,772
40 94.71 86.42 8.29 8.8% 1.60 1.7% 89% False False 21,334
60 95.40 86.42 8.98 9.6% 1.63 1.7% 82% False False 17,426
80 101.50 86.42 15.08 16.1% 1.68 1.8% 49% False False 15,138
100 101.50 86.42 15.08 16.1% 1.57 1.7% 49% False False 13,291
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.28
2.618 96.07
1.618 95.33
1.000 94.87
0.618 94.59
HIGH 94.13
0.618 93.85
0.500 93.76
0.382 93.67
LOW 93.39
0.618 92.93
1.000 92.65
1.618 92.19
2.618 91.45
4.250 90.25
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 93.76 93.46
PP 93.76 93.16
S1 93.76 92.86

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

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