NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 96.23 96.85 0.62 0.6% 96.50
High 97.57 97.52 -0.05 -0.1% 97.60
Low 96.00 96.40 0.40 0.4% 95.92
Close 96.90 96.75 -0.15 -0.2% 96.75
Range 1.57 1.12 -0.45 -28.7% 1.68
ATR 1.37 1.35 -0.02 -1.3% 0.00
Volume 133,565 66,513 -67,052 -50.2% 260,870
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.25 99.62 97.37
R3 99.13 98.50 97.06
R2 98.01 98.01 96.96
R1 97.38 97.38 96.85 97.14
PP 96.89 96.89 96.89 96.77
S1 96.26 96.26 96.65 96.02
S2 95.77 95.77 96.54
S3 94.65 95.14 96.44
S4 93.53 94.02 96.13
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.80 100.95 97.67
R3 100.12 99.27 97.21
R2 98.44 98.44 97.06
R1 97.59 97.59 96.90 98.02
PP 96.76 96.76 96.76 96.97
S1 95.91 95.91 96.60 96.34
S2 95.08 95.08 96.44
S3 93.40 94.23 96.29
S4 91.72 92.55 95.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.60 95.92 1.68 1.7% 1.30 1.3% 49% False False 62,175
10 97.60 93.76 3.84 4.0% 1.37 1.4% 78% False False 48,759
20 97.60 91.57 6.03 6.2% 1.30 1.3% 86% False False 34,006
40 97.60 87.62 9.98 10.3% 1.31 1.4% 91% False False 25,788
60 97.60 86.95 10.65 11.0% 1.45 1.5% 92% False False 20,827
80 97.60 86.95 10.65 11.0% 1.53 1.6% 92% False False 17,325
100 101.54 86.95 14.59 15.1% 1.51 1.6% 67% False False 15,210
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.28
2.618 100.45
1.618 99.33
1.000 98.64
0.618 98.21
HIGH 97.52
0.618 97.09
0.500 96.96
0.382 96.83
LOW 96.40
0.618 95.71
1.000 95.28
1.618 94.59
2.618 93.47
4.250 91.64
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 96.96 96.76
PP 96.89 96.76
S1 96.82 96.75

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

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