NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 93.74 94.20 0.46 0.5% 93.21
High 94.29 94.44 0.15 0.2% 94.70
Low 92.95 93.22 0.27 0.3% 92.42
Close 94.14 93.28 -0.86 -0.9% 93.56
Range 1.34 1.22 -0.12 -9.0% 2.28
ATR 1.50 1.48 -0.02 -1.3% 0.00
Volume 248,600 248,136 -464 -0.2% 1,100,660
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 97.31 96.51 93.95
R3 96.09 95.29 93.62
R2 94.87 94.87 93.50
R1 94.07 94.07 93.39 93.86
PP 93.65 93.65 93.65 93.54
S1 92.85 92.85 93.17 92.64
S2 92.43 92.43 93.06
S3 91.21 91.63 92.94
S4 89.99 90.41 92.61
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.40 99.26 94.81
R3 98.12 96.98 94.19
R2 95.84 95.84 93.98
R1 94.70 94.70 93.77 95.27
PP 93.56 93.56 93.56 93.85
S1 92.42 92.42 93.35 92.99
S2 91.28 91.28 93.14
S3 89.00 90.14 92.93
S4 86.72 87.86 92.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.70 92.65 2.05 2.2% 1.33 1.4% 31% False False 247,047
10 94.70 91.52 3.18 3.4% 1.35 1.4% 55% False False 220,182
20 94.70 87.00 7.70 8.3% 1.45 1.6% 82% False False 186,494
40 94.70 85.76 8.94 9.6% 1.57 1.7% 84% False False 127,447
60 94.70 85.16 9.54 10.2% 1.75 1.9% 85% False False 98,402
80 94.87 85.16 9.71 10.4% 1.82 2.0% 84% False False 78,492
100 101.53 85.16 16.37 17.5% 1.87 2.0% 50% False False 65,713
120 101.53 85.16 16.37 17.5% 1.81 1.9% 50% False False 56,177
Crabel Price Patterns
NR True
NR4 True
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.63
2.618 97.63
1.618 96.41
1.000 95.66
0.618 95.19
HIGH 94.44
0.618 93.97
0.500 93.83
0.382 93.69
LOW 93.22
0.618 92.47
1.000 92.00
1.618 91.25
2.618 90.03
4.250 88.04
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 93.83 93.55
PP 93.65 93.46
S1 93.46 93.37

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

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