NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 89.30 90.62 1.32 1.5% 87.03
High 90.57 91.30 0.73 0.8% 89.66
Low 88.73 89.56 0.83 0.9% 85.97
Close 90.53 91.09 0.56 0.6% 89.24
Range 1.84 1.74 -0.10 -5.4% 3.69
ATR 2.41 2.36 -0.05 -2.0% 0.00
Volume 8,344 10,327 1,983 23.8% 45,379
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.87 95.22 92.05
R3 94.13 93.48 91.57
R2 92.39 92.39 91.41
R1 91.74 91.74 91.25 92.07
PP 90.65 90.65 90.65 90.81
S1 90.00 90.00 90.93 90.33
S2 88.91 88.91 90.77
S3 87.17 88.26 90.61
S4 85.43 86.52 90.13
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 99.36 97.99 91.27
R3 95.67 94.30 90.25
R2 91.98 91.98 89.92
R1 90.61 90.61 89.58 91.30
PP 88.29 88.29 88.29 88.63
S1 86.92 86.92 88.90 87.61
S2 84.60 84.60 88.56
S3 80.91 83.23 88.23
S4 77.22 79.54 87.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.30 86.38 4.92 5.4% 1.87 2.1% 96% True False 9,715
10 91.30 85.97 5.33 5.9% 2.13 2.3% 96% True False 9,576
20 91.30 79.69 11.61 12.7% 2.40 2.6% 98% True False 10,018
40 94.30 79.69 14.61 16.0% 2.21 2.4% 78% False False 8,315
60 107.14 79.69 27.45 30.1% 2.00 2.2% 42% False False 7,243
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 False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.70
2.618 95.86
1.618 94.12
1.000 93.04
0.618 92.38
HIGH 91.30
0.618 90.64
0.500 90.43
0.382 90.22
LOW 89.56
0.618 88.48
1.000 87.82
1.618 86.74
2.618 85.00
4.250 82.17
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 90.87 90.61
PP 90.65 90.13
S1 90.43 89.65

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

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