NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 93.62 92.68 -0.94 -1.0% 89.30
High 93.72 92.68 -1.04 -1.1% 94.33
Low 92.20 89.26 -2.94 -3.2% 88.73
Close 93.03 89.44 -3.59 -3.9% 93.03
Range 1.52 3.42 1.90 125.0% 5.60
ATR 2.29 2.40 0.11 4.6% 0.00
Volume 19,767 11,848 -7,919 -40.1% 63,971
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 100.72 98.50 91.32
R3 97.30 95.08 90.38
R2 93.88 93.88 90.07
R1 91.66 91.66 89.75 91.06
PP 90.46 90.46 90.46 90.16
S1 88.24 88.24 89.13 87.64
S2 87.04 87.04 88.81
S3 83.62 84.82 88.50
S4 80.20 81.40 87.56
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 108.83 106.53 96.11
R3 103.23 100.93 94.57
R2 97.63 97.63 94.06
R1 95.33 95.33 93.54 96.48
PP 92.03 92.03 92.03 92.61
S1 89.73 89.73 92.52 90.88
S2 86.43 86.43 92.00
S3 80.83 84.13 91.49
S4 75.23 78.53 89.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.33 89.26 5.07 5.7% 2.03 2.3% 4% False True 13,495
10 94.33 85.97 8.36 9.3% 1.97 2.2% 42% False False 11,233
20 94.33 79.69 14.64 16.4% 2.29 2.6% 67% False False 10,756
40 94.33 79.69 14.64 16.4% 2.29 2.6% 67% False False 9,295
60 107.14 79.69 27.45 30.7% 2.07 2.3% 36% False False 7,939
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 0.26
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 107.22
2.618 101.63
1.618 98.21
1.000 96.10
0.618 94.79
HIGH 92.68
0.618 91.37
0.500 90.97
0.382 90.57
LOW 89.26
0.618 87.15
1.000 85.84
1.618 83.73
2.618 80.31
4.250 74.73
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 90.97 91.80
PP 90.46 91.01
S1 89.95 90.23

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

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