NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 94.03 94.86 0.83 0.9% 93.94
High 95.56 94.86 -0.70 -0.7% 95.56
Low 93.94 93.45 -0.49 -0.5% 93.28
Close 94.65 94.35 -0.30 -0.3% 94.35
Range 1.62 1.41 -0.21 -13.0% 2.28
ATR 1.40 1.40 0.00 0.0% 0.00
Volume 33,879 59,537 25,658 75.7% 208,361
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.45 97.81 95.13
R3 97.04 96.40 94.74
R2 95.63 95.63 94.61
R1 94.99 94.99 94.48 94.61
PP 94.22 94.22 94.22 94.03
S1 93.58 93.58 94.22 93.20
S2 92.81 92.81 94.09
S3 91.40 92.17 93.96
S4 89.99 90.76 93.57
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.24 100.07 95.60
R3 98.96 97.79 94.98
R2 96.68 96.68 94.77
R1 95.51 95.51 94.56 96.10
PP 94.40 94.40 94.40 94.69
S1 93.23 93.23 94.14 93.82
S2 92.12 92.12 93.93
S3 89.84 90.95 93.72
S4 87.56 88.67 93.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.56 93.28 2.28 2.4% 1.16 1.2% 47% False False 41,672
10 95.56 91.01 4.55 4.8% 1.29 1.4% 73% False False 32,190
20 95.56 87.47 8.09 8.6% 1.28 1.4% 85% False False 29,361
40 95.56 86.86 8.70 9.2% 1.45 1.5% 86% False False 24,679
60 95.56 86.42 9.14 9.7% 1.58 1.7% 87% False False 20,524
80 97.40 86.42 10.98 11.6% 1.66 1.8% 72% False False 17,195
100 101.50 86.42 15.08 16.0% 1.61 1.7% 53% False False 15,363
120 101.50 86.42 15.08 16.0% 1.53 1.6% 53% False False 13,523
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.85
2.618 98.55
1.618 97.14
1.000 96.27
0.618 95.73
HIGH 94.86
0.618 94.32
0.500 94.16
0.382 93.99
LOW 93.45
0.618 92.58
1.000 92.04
1.618 91.17
2.618 89.76
4.250 87.46
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 94.29 94.51
PP 94.22 94.45
S1 94.16 94.40

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

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