NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 89.79 89.69 -0.10 -0.1% 89.30
High 90.01 90.52 0.51 0.6% 94.33
Low 88.67 88.25 -0.42 -0.5% 88.73
Close 89.79 90.31 0.52 0.6% 93.03
Range 1.34 2.27 0.93 69.4% 5.60
ATR 2.32 2.32 0.00 -0.2% 0.00
Volume 9,052 10,705 1,653 18.3% 63,971
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 96.50 95.68 91.56
R3 94.23 93.41 90.93
R2 91.96 91.96 90.73
R1 91.14 91.14 90.52 91.55
PP 89.69 89.69 89.69 89.90
S1 88.87 88.87 90.10 89.28
S2 87.42 87.42 89.89
S3 85.15 86.60 89.69
S4 82.88 84.33 89.06
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 88.25 6.08 6.7% 2.14 2.4% 34% False True 12,321
10 94.33 86.38 7.95 8.8% 1.93 2.1% 49% False False 11,398
20 94.33 79.69 14.64 16.2% 2.35 2.6% 73% False False 10,836
40 94.33 79.69 14.64 16.2% 2.32 2.6% 73% False False 9,622
60 107.14 79.69 27.45 30.4% 2.10 2.3% 39% False False 8,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.17
2.618 96.46
1.618 94.19
1.000 92.79
0.618 91.92
HIGH 90.52
0.618 89.65
0.500 89.39
0.382 89.12
LOW 88.25
0.618 86.85
1.000 85.98
1.618 84.58
2.618 82.31
4.250 78.60
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 90.00 90.47
PP 89.69 90.41
S1 89.39 90.36

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

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