NYMEX Light Sweet Crude Oil Future July 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 94.92 95.46 0.54 0.6% 94.04
High 96.18 95.50 -0.68 -0.7% 96.18
Low 94.88 94.14 -0.74 -0.8% 93.95
Close 95.33 94.98 -0.35 -0.4% 94.98
Range 1.30 1.36 0.06 4.6% 2.23
ATR 1.18 1.20 0.01 1.1% 0.00
Volume 13,146 15,984 2,838 21.6% 67,016
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.95 98.33 95.73
R3 97.59 96.97 95.35
R2 96.23 96.23 95.23
R1 95.61 95.61 95.10 95.24
PP 94.87 94.87 94.87 94.69
S1 94.25 94.25 94.86 93.88
S2 93.51 93.51 94.73
S3 92.15 92.89 94.61
S4 90.79 91.53 94.23
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.73 100.58 96.21
R3 99.50 98.35 95.59
R2 97.27 97.27 95.39
R1 96.12 96.12 95.18 96.70
PP 95.04 95.04 95.04 95.32
S1 93.89 93.89 94.78 94.47
S2 92.81 92.81 94.57
S3 90.58 91.66 94.37
S4 88.35 89.43 93.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.18 93.95 2.23 2.3% 1.06 1.1% 46% False False 13,403
10 96.18 92.00 4.18 4.4% 1.16 1.2% 71% False False 11,794
20 96.18 88.55 7.63 8.0% 1.04 1.1% 84% False False 9,406
40 96.18 88.32 7.86 8.3% 1.09 1.1% 85% False False 7,065
60 96.18 87.76 8.42 8.9% 1.19 1.3% 86% False False 5,948
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 101.28
2.618 99.06
1.618 97.70
1.000 96.86
0.618 96.34
HIGH 95.50
0.618 94.98
0.500 94.82
0.382 94.66
LOW 94.14
0.618 93.30
1.000 92.78
1.618 91.94
2.618 90.58
4.250 88.36
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 94.93 95.16
PP 94.87 95.10
S1 94.82 95.04

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

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