NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 93.68 93.69 0.01 0.0% 91.53
High 94.13 93.97 -0.16 -0.2% 94.71
Low 93.39 92.41 -0.98 -1.0% 91.01
Close 93.76 93.91 0.15 0.2% 93.91
Range 0.74 1.56 0.82 110.8% 3.70
ATR 1.50 1.50 0.00 0.3% 0.00
Volume 37,024 27,994 -9,030 -24.4% 94,139
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.11 97.57 94.77
R3 96.55 96.01 94.34
R2 94.99 94.99 94.20
R1 94.45 94.45 94.05 94.72
PP 93.43 93.43 93.43 93.57
S1 92.89 92.89 93.77 93.16
S2 91.87 91.87 93.62
S3 90.31 91.33 93.48
S4 88.75 89.77 93.05
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.31 102.81 95.95
R3 100.61 99.11 94.93
R2 96.91 96.91 94.59
R1 95.41 95.41 94.25 96.16
PP 93.21 93.21 93.21 93.59
S1 91.71 91.71 93.57 92.46
S2 89.51 89.51 93.23
S3 85.81 88.01 92.89
S4 82.11 84.31 91.88
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% 1.41 1.5% 78% False False 22,708
10 94.71 89.12 5.59 6.0% 1.42 1.5% 86% False False 22,144
20 94.71 87.04 7.67 8.2% 1.38 1.5% 90% False False 24,163
40 94.71 86.42 8.29 8.8% 1.55 1.7% 90% False False 21,634
60 95.40 86.42 8.98 9.6% 1.60 1.7% 83% False False 17,801
80 101.50 86.42 15.08 16.1% 1.70 1.8% 50% False False 15,397
100 101.50 86.42 15.08 16.1% 1.59 1.7% 50% False False 13,501
120 101.50 86.42 15.08 16.1% 1.52 1.6% 50% False False 11,951
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.60
2.618 98.05
1.618 96.49
1.000 95.53
0.618 94.93
HIGH 93.97
0.618 93.37
0.500 93.19
0.382 93.01
LOW 92.41
0.618 91.45
1.000 90.85
1.618 89.89
2.618 88.33
4.250 85.78
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 93.67 93.79
PP 93.43 93.68
S1 93.19 93.56

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

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