NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 94.66 94.92 0.26 0.3% 92.71
High 95.21 96.18 0.97 1.0% 95.41
Low 94.47 94.88 0.41 0.4% 92.00
Close 94.87 95.33 0.46 0.5% 94.51
Range 0.74 1.30 0.56 75.7% 3.41
ATR 1.17 1.18 0.01 0.8% 0.00
Volume 10,295 13,146 2,851 27.7% 42,022
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 99.36 98.65 96.05
R3 98.06 97.35 95.69
R2 96.76 96.76 95.57
R1 96.05 96.05 95.45 96.41
PP 95.46 95.46 95.46 95.64
S1 94.75 94.75 95.21 95.11
S2 94.16 94.16 95.09
S3 92.86 93.45 94.97
S4 91.56 92.15 94.62
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 96.18 93.36 2.82 3.0% 1.03 1.1% 70% True False 12,907
10 96.18 92.00 4.18 4.4% 1.12 1.2% 80% True False 11,018
20 96.18 88.55 7.63 8.0% 1.01 1.1% 89% True False 9,039
40 96.18 88.32 7.86 8.2% 1.08 1.1% 89% True False 6,783
60 96.18 87.76 8.42 8.8% 1.17 1.2% 90% True False 5,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.71
2.618 99.58
1.618 98.28
1.000 97.48
0.618 96.98
HIGH 96.18
0.618 95.68
0.500 95.53
0.382 95.38
LOW 94.88
0.618 94.08
1.000 93.58
1.618 92.78
2.618 91.48
4.250 89.36
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 95.53 95.30
PP 95.46 95.28
S1 95.40 95.25

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

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