NYMEX Light Sweet Crude Oil Future July 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 94.69 94.66 -0.03 0.0% 92.71
High 95.41 95.21 -0.20 -0.2% 95.41
Low 94.32 94.47 0.15 0.2% 92.00
Close 94.81 94.87 0.06 0.1% 94.51
Range 1.09 0.74 -0.35 -32.1% 3.41
ATR 1.21 1.17 -0.03 -2.8% 0.00
Volume 12,195 10,295 -1,900 -15.6% 42,022
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 97.07 96.71 95.28
R3 96.33 95.97 95.07
R2 95.59 95.59 95.01
R1 95.23 95.23 94.94 95.41
PP 94.85 94.85 94.85 94.94
S1 94.49 94.49 94.80 94.67
S2 94.11 94.11 94.73
S3 93.37 93.75 94.67
S4 92.63 93.01 94.46
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.20 102.77 96.39
R3 100.79 99.36 95.45
R2 97.38 97.38 95.14
R1 95.95 95.95 94.82 96.67
PP 93.97 93.97 93.97 94.33
S1 92.54 92.54 94.20 93.26
S2 90.56 90.56 93.88
S3 87.15 89.13 93.57
S4 83.74 85.72 92.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.41 93.36 2.05 2.2% 0.89 0.9% 74% False False 13,398
10 95.41 92.00 3.41 3.6% 1.08 1.1% 84% False False 9,906
20 95.41 88.48 6.93 7.3% 0.97 1.0% 92% False False 8,677
40 95.41 88.32 7.09 7.5% 1.06 1.1% 92% False False 6,573
60 95.43 87.76 7.67 8.1% 1.18 1.2% 93% False False 5,641
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.36
2.618 97.15
1.618 96.41
1.000 95.95
0.618 95.67
HIGH 95.21
0.618 94.93
0.500 94.84
0.382 94.75
LOW 94.47
0.618 94.01
1.000 93.73
1.618 93.27
2.618 92.53
4.250 91.33
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 94.86 94.81
PP 94.85 94.74
S1 94.84 94.68

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

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