NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 97.32 96.42 -0.90 -0.9% 95.42
High 97.62 97.56 -0.06 -0.1% 96.89
Low 96.46 96.42 -0.04 0.0% 94.54
Close 96.58 97.31 0.73 0.8% 96.89
Range 1.16 1.14 -0.02 -1.7% 2.35
ATR 1.04 1.04 0.01 0.7% 0.00
Volume 11,577 24,038 12,461 107.6% 42,679
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.52 100.05 97.94
R3 99.38 98.91 97.62
R2 98.24 98.24 97.52
R1 97.77 97.77 97.41 98.01
PP 97.10 97.10 97.10 97.21
S1 96.63 96.63 97.21 96.87
S2 95.96 95.96 97.10
S3 94.82 95.49 97.00
S4 93.68 94.35 96.68
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 103.16 102.37 98.18
R3 100.81 100.02 97.54
R2 98.46 98.46 97.32
R1 97.67 97.67 97.11 98.07
PP 96.11 96.11 96.11 96.30
S1 95.32 95.32 96.67 95.72
S2 93.76 93.76 96.46
S3 91.41 92.97 96.24
S4 89.06 90.62 95.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.66 95.61 2.05 2.1% 1.08 1.1% 83% False False 13,158
10 97.66 94.27 3.39 3.5% 1.03 1.1% 90% False False 10,434
20 97.66 92.21 5.45 5.6% 0.95 1.0% 94% False False 7,693
40 97.66 88.72 8.94 9.2% 0.83 0.9% 96% False False 5,663
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.41
2.618 100.54
1.618 99.40
1.000 98.70
0.618 98.26
HIGH 97.56
0.618 97.12
0.500 96.99
0.382 96.86
LOW 96.42
0.618 95.72
1.000 95.28
1.618 94.58
2.618 93.44
4.250 91.58
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 97.20 97.22
PP 97.10 97.13
S1 96.99 97.04

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

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