NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 95.31 95.57 0.26 0.3% 94.04
High 95.75 95.89 0.14 0.1% 96.18
Low 94.51 94.63 0.12 0.1% 93.95
Close 95.65 94.68 -0.97 -1.0% 94.98
Range 1.24 1.26 0.02 1.6% 2.23
ATR 1.20 1.20 0.00 0.4% 0.00
Volume 13,459 16,535 3,076 22.9% 67,016
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.85 98.02 95.37
R3 97.59 96.76 95.03
R2 96.33 96.33 94.91
R1 95.50 95.50 94.80 95.29
PP 95.07 95.07 95.07 94.96
S1 94.24 94.24 94.56 94.03
S2 93.81 93.81 94.45
S3 92.55 92.98 94.33
S4 91.29 91.72 93.99
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 94.14 2.04 2.2% 1.18 1.2% 26% False False 13,883
10 96.18 93.36 2.82 3.0% 1.15 1.2% 47% False False 13,252
20 96.18 89.54 6.64 7.0% 1.08 1.1% 77% False False 10,123
40 96.18 88.48 7.70 8.1% 1.09 1.2% 81% False False 7,580
60 96.18 87.76 8.42 8.9% 1.19 1.3% 82% False False 6,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.25
2.618 99.19
1.618 97.93
1.000 97.15
0.618 96.67
HIGH 95.89
0.618 95.41
0.500 95.26
0.382 95.11
LOW 94.63
0.618 93.85
1.000 93.37
1.618 92.59
2.618 91.33
4.250 89.28
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 95.26 95.02
PP 95.07 94.90
S1 94.87 94.79

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

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