NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 94.34 94.43 0.09 0.1% 91.98
High 94.97 94.82 -0.15 -0.2% 95.10
Low 93.93 93.94 0.01 0.0% 91.59
Close 94.38 94.38 0.00 0.0% 94.21
Range 1.04 0.88 -0.16 -15.4% 3.51
ATR 1.35 1.32 -0.03 -2.5% 0.00
Volume 16,708 21,766 5,058 30.3% 59,385
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 97.02 96.58 94.86
R3 96.14 95.70 94.62
R2 95.26 95.26 94.54
R1 94.82 94.82 94.46 94.60
PP 94.38 94.38 94.38 94.27
S1 93.94 93.94 94.30 93.72
S2 93.50 93.50 94.22
S3 92.62 93.06 94.14
S4 91.74 92.18 93.90
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.16 102.70 96.14
R3 100.65 99.19 95.18
R2 97.14 97.14 94.85
R1 95.68 95.68 94.53 96.41
PP 93.63 93.63 93.63 94.00
S1 92.17 92.17 93.89 92.90
S2 90.12 90.12 93.57
S3 86.61 88.66 93.24
S4 83.10 85.15 92.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.97 92.90 2.07 2.2% 0.97 1.0% 71% False False 22,374
10 95.10 90.64 4.46 4.7% 1.28 1.4% 84% False False 17,230
20 95.10 87.62 7.48 7.9% 1.20 1.3% 90% False False 18,832
40 95.10 87.50 7.60 8.1% 1.35 1.4% 91% False False 15,955
60 95.26 86.95 8.31 8.8% 1.51 1.6% 89% False False 13,605
80 100.76 86.95 13.81 14.6% 1.57 1.7% 54% False False 11,842
100 101.54 86.95 14.59 15.5% 1.46 1.6% 51% False False 10,529
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.56
2.618 97.12
1.618 96.24
1.000 95.70
0.618 95.36
HIGH 94.82
0.618 94.48
0.500 94.38
0.382 94.28
LOW 93.94
0.618 93.40
1.000 93.06
1.618 92.52
2.618 91.64
4.250 90.20
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 94.38 94.35
PP 94.38 94.32
S1 94.38 94.29

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

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