NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 97.46 96.23 -1.23 -1.3% 94.78
High 97.60 97.57 -0.03 0.0% 97.06
Low 95.92 96.00 0.08 0.1% 94.16
Close 96.21 96.90 0.69 0.7% 96.74
Range 1.68 1.57 -0.11 -6.5% 2.90
ATR 1.36 1.37 0.02 1.1% 0.00
Volume 31,989 133,565 101,576 317.5% 177,990
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.53 100.79 97.76
R3 99.96 99.22 97.33
R2 98.39 98.39 97.19
R1 97.65 97.65 97.04 98.02
PP 96.82 96.82 96.82 97.01
S1 96.08 96.08 96.76 96.45
S2 95.25 95.25 96.61
S3 93.68 94.51 96.47
S4 92.11 92.94 96.04
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.69 103.61 98.34
R3 101.79 100.71 97.54
R2 98.89 98.89 97.27
R1 97.81 97.81 97.01 98.35
PP 95.99 95.99 95.99 96.26
S1 94.91 94.91 96.47 95.45
S2 93.09 93.09 96.21
S3 90.19 92.01 95.94
S4 87.29 89.11 95.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.60 94.93 2.67 2.8% 1.50 1.5% 74% False False 55,815
10 97.60 93.76 3.84 4.0% 1.41 1.5% 82% False False 44,467
20 97.60 90.64 6.96 7.2% 1.34 1.4% 90% False False 30,848
40 97.60 87.62 9.98 10.3% 1.32 1.4% 93% False False 24,342
60 97.60 86.95 10.65 11.0% 1.45 1.5% 93% False False 19,882
80 97.60 86.95 10.65 11.0% 1.53 1.6% 93% False False 16,518
100 101.54 86.95 14.59 15.1% 1.52 1.6% 68% False False 14,577
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.24
2.618 101.68
1.618 100.11
1.000 99.14
0.618 98.54
HIGH 97.57
0.618 96.97
0.500 96.79
0.382 96.60
LOW 96.00
0.618 95.03
1.000 94.43
1.618 93.46
2.618 91.89
4.250 89.33
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 96.86 96.85
PP 96.82 96.81
S1 96.79 96.76

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

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