NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 94.50 95.20 0.70 0.7% 94.01
High 95.90 95.20 -0.70 -0.7% 95.90
Low 94.34 93.76 -0.58 -0.6% 93.61
Close 94.97 94.66 -0.31 -0.3% 94.66
Range 1.56 1.44 -0.12 -7.7% 2.29
ATR 1.34 1.34 0.01 0.5% 0.00
Volume 23,586 48,737 25,151 106.6% 147,667
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.86 98.20 95.45
R3 97.42 96.76 95.06
R2 95.98 95.98 94.92
R1 95.32 95.32 94.79 94.93
PP 94.54 94.54 94.54 94.35
S1 93.88 93.88 94.53 93.49
S2 93.10 93.10 94.40
S3 91.66 92.44 94.26
S4 90.22 91.00 93.87
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.59 100.42 95.92
R3 99.30 98.13 95.29
R2 97.01 97.01 95.08
R1 95.84 95.84 94.87 96.43
PP 94.72 94.72 94.72 95.02
S1 93.55 93.55 94.45 94.14
S2 92.43 92.43 94.24
S3 90.14 91.26 94.03
S4 87.85 88.97 93.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.90 93.61 2.29 2.4% 1.15 1.2% 46% False False 29,533
10 95.90 91.59 4.31 4.6% 1.24 1.3% 71% False False 22,219
20 95.90 87.99 7.91 8.4% 1.23 1.3% 84% False False 20,836
40 95.90 87.50 8.40 8.9% 1.36 1.4% 85% False False 17,372
60 95.90 86.95 8.95 9.5% 1.52 1.6% 86% False False 14,634
80 97.20 86.95 10.25 10.8% 1.55 1.6% 75% False False 12,422
100 101.54 86.95 14.59 15.4% 1.48 1.6% 53% False False 11,184
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.32
2.618 98.97
1.618 97.53
1.000 96.64
0.618 96.09
HIGH 95.20
0.618 94.65
0.500 94.48
0.382 94.31
LOW 93.76
0.618 92.87
1.000 92.32
1.618 91.43
2.618 89.99
4.250 87.64
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 94.60 94.83
PP 94.54 94.77
S1 94.48 94.72

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

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