NYMEX Light Sweet Crude Oil Future June 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 94.78 95.29 0.51 0.5% 94.18
High 96.14 95.32 -0.82 -0.9% 96.14
Low 94.65 93.99 -0.66 -0.7% 93.78
Close 95.21 94.88 -0.33 -0.3% 94.88
Range 1.49 1.33 -0.16 -10.7% 2.36
ATR 1.37 1.37 0.00 -0.2% 0.00
Volume 37,780 72,578 34,798 92.1% 227,021
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.72 98.13 95.61
R3 97.39 96.80 95.25
R2 96.06 96.06 95.12
R1 95.47 95.47 95.00 95.10
PP 94.73 94.73 94.73 94.55
S1 94.14 94.14 94.76 93.77
S2 93.40 93.40 94.64
S3 92.07 92.81 94.51
S4 90.74 91.48 94.15
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 102.01 100.81 96.18
R3 99.65 98.45 95.53
R2 97.29 97.29 95.31
R1 96.09 96.09 95.10 96.69
PP 94.93 94.93 94.93 95.24
S1 93.73 93.73 94.66 94.33
S2 92.57 92.57 94.45
S3 90.21 91.37 94.23
S4 87.85 89.01 93.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.14 93.78 2.36 2.5% 1.12 1.2% 47% False False 45,404
10 96.14 91.77 4.37 4.6% 1.27 1.3% 71% False False 36,310
20 96.14 88.30 7.84 8.3% 1.25 1.3% 84% False False 33,921
40 96.14 87.90 8.24 8.7% 1.42 1.5% 85% False False 30,157
60 96.14 87.22 8.92 9.4% 1.59 1.7% 86% False False 27,584
80 97.47 87.22 10.25 10.8% 1.70 1.8% 75% False False 26,662
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.97
2.618 98.80
1.618 97.47
1.000 96.65
0.618 96.14
HIGH 95.32
0.618 94.81
0.500 94.66
0.382 94.50
LOW 93.99
0.618 93.17
1.000 92.66
1.618 91.84
2.618 90.51
4.250 88.34
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 94.81 95.07
PP 94.73 95.00
S1 94.66 94.94

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

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