NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 94.80 95.38 0.58 0.6% 94.18
High 95.63 97.19 1.56 1.6% 96.14
Low 94.48 95.12 0.64 0.7% 93.78
Close 95.49 96.75 1.26 1.3% 94.88
Range 1.15 2.07 0.92 80.0% 2.36
ATR 1.33 1.39 0.05 3.9% 0.00
Volume 47,212 62,297 15,085 32.0% 227,021
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 102.56 101.73 97.89
R3 100.49 99.66 97.32
R2 98.42 98.42 97.13
R1 97.59 97.59 96.94 98.01
PP 96.35 96.35 96.35 96.56
S1 95.52 95.52 96.56 95.94
S2 94.28 94.28 96.37
S3 92.21 93.45 96.18
S4 90.14 91.38 95.61
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 102.01 100.81 96.18
R3 99.65 98.45 95.53
R2 97.29 97.29 95.31
R1 96.09 96.09 95.10 96.69
PP 94.93 94.93 94.93 95.24
S1 93.73 93.73 94.66 94.33
S2 92.57 92.57 94.45
S3 90.21 91.37 94.23
S4 87.85 89.01 93.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.19 93.99 3.20 3.3% 1.40 1.4% 86% True False 53,646
10 97.19 93.05 4.14 4.3% 1.27 1.3% 89% True False 45,536
20 97.19 90.06 7.13 7.4% 1.35 1.4% 94% True False 35,395
40 97.19 88.00 9.19 9.5% 1.38 1.4% 95% True False 31,996
60 97.19 87.22 9.97 10.3% 1.55 1.6% 96% True False 29,352
80 97.19 87.22 9.97 10.3% 1.67 1.7% 96% True False 27,877
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 0.30
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 105.99
2.618 102.61
1.618 100.54
1.000 99.26
0.618 98.47
HIGH 97.19
0.618 96.40
0.500 96.16
0.382 95.91
LOW 95.12
0.618 93.84
1.000 93.05
1.618 91.77
2.618 89.70
4.250 86.32
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 96.55 96.45
PP 96.35 96.14
S1 96.16 95.84

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

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