NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 91.78 92.91 1.13 1.2% 88.60
High 93.87 93.30 -0.57 -0.6% 91.49
Low 91.56 92.49 0.93 1.0% 88.20
Close 93.12 92.92 -0.20 -0.2% 90.80
Range 2.31 0.81 -1.50 -64.9% 3.29
ATR 1.69 1.63 -0.06 -3.7% 0.00
Volume 203,865 189,812 -14,053 -6.9% 474,259
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 95.33 94.94 93.37
R3 94.52 94.13 93.14
R2 93.71 93.71 93.07
R1 93.32 93.32 92.99 93.52
PP 92.90 92.90 92.90 93.00
S1 92.51 92.51 92.85 92.71
S2 92.09 92.09 92.77
S3 91.28 91.70 92.70
S4 90.47 90.89 92.47
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.03 98.71 92.61
R3 96.74 95.42 91.70
R2 93.45 93.45 91.40
R1 92.13 92.13 91.10 92.79
PP 90.16 90.16 90.16 90.50
S1 88.84 88.84 90.50 89.50
S2 86.87 86.87 90.20
S3 83.58 85.55 89.90
S4 80.29 82.26 88.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.87 90.00 3.87 4.2% 1.53 1.7% 75% False False 159,469
10 93.87 87.96 5.91 6.4% 1.65 1.8% 84% False False 157,906
20 93.87 85.76 8.11 8.7% 1.52 1.6% 88% False False 133,678
40 93.87 85.16 8.71 9.4% 1.77 1.9% 89% False False 92,552
60 94.87 85.16 9.71 10.4% 1.83 2.0% 80% False False 71,074
80 101.53 85.16 16.37 17.6% 1.94 2.1% 47% False False 57,843
100 101.53 85.16 16.37 17.6% 1.87 2.0% 47% False False 48,356
120 101.53 85.16 16.37 17.6% 1.85 2.0% 47% False False 41,535
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.74
2.618 95.42
1.618 94.61
1.000 94.11
0.618 93.80
HIGH 93.30
0.618 92.99
0.500 92.90
0.382 92.80
LOW 92.49
0.618 91.99
1.000 91.68
1.618 91.18
2.618 90.37
4.250 89.05
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 92.91 92.59
PP 92.90 92.26
S1 92.90 91.94

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

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