NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 96.65 97.48 0.83 0.9% 95.31
High 97.85 97.85 0.00 0.0% 97.17
Low 96.55 96.50 -0.05 -0.1% 94.51
Close 97.68 96.67 -1.01 -1.0% 97.00
Range 1.30 1.35 0.05 3.8% 2.66
ATR 1.22 1.23 0.01 0.7% 0.00
Volume 17,188 21,089 3,901 22.7% 80,049
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.06 100.21 97.41
R3 99.71 98.86 97.04
R2 98.36 98.36 96.92
R1 97.51 97.51 96.79 97.26
PP 97.01 97.01 97.01 96.88
S1 96.16 96.16 96.55 95.91
S2 95.66 95.66 96.42
S3 94.31 94.81 96.30
S4 92.96 93.46 95.93
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.21 103.26 98.46
R3 101.55 100.60 97.73
R2 98.89 98.89 97.49
R1 97.94 97.94 97.24 98.42
PP 96.23 96.23 96.23 96.46
S1 95.28 95.28 96.76 95.76
S2 93.57 93.57 96.51
S3 90.91 92.62 96.27
S4 88.25 89.96 95.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.85 94.65 3.20 3.3% 1.30 1.3% 63% True False 17,666
10 97.85 94.14 3.71 3.8% 1.24 1.3% 68% True False 15,775
20 97.85 90.61 7.24 7.5% 1.14 1.2% 84% True False 12,640
40 97.85 88.48 9.37 9.7% 1.08 1.1% 87% True False 9,152
60 97.85 87.76 10.09 10.4% 1.17 1.2% 88% True False 7,478
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 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.59
2.618 101.38
1.618 100.03
1.000 99.20
0.618 98.68
HIGH 97.85
0.618 97.33
0.500 97.18
0.382 97.02
LOW 96.50
0.618 95.67
1.000 95.15
1.618 94.32
2.618 92.97
4.250 90.76
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 97.18 97.04
PP 97.01 96.92
S1 96.84 96.79

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

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