NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 02-Jan-2013
Day Change Summary
Previous Current
31-Dec-2012 02-Jan-2013 Change Change % Previous Week
Open 91.98 93.09 1.11 1.2% 90.38
High 93.23 95.10 1.87 2.0% 92.92
Low 91.59 93.09 1.50 1.6% 89.92
Close 93.16 94.33 1.17 1.3% 92.27
Range 1.64 2.01 0.37 22.6% 3.00
ATR 1.43 1.48 0.04 2.9% 0.00
Volume 11,444 11,411 -33 -0.3% 51,953
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.20 99.28 95.44
R3 98.19 97.27 94.88
R2 96.18 96.18 94.70
R1 95.26 95.26 94.51 95.72
PP 94.17 94.17 94.17 94.41
S1 93.25 93.25 94.15 93.71
S2 92.16 92.16 93.96
S3 90.15 91.24 93.78
S4 88.14 89.23 93.22
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.70 99.49 93.92
R3 97.70 96.49 93.10
R2 94.70 94.70 92.82
R1 93.49 93.49 92.55 94.10
PP 91.70 91.70 91.70 92.01
S1 90.49 90.49 92.00 91.10
S2 88.70 88.70 91.72
S3 85.70 87.49 91.45
S4 82.70 84.49 90.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.10 90.64 4.46 4.7% 1.58 1.7% 83% True False 12,085
10 95.10 89.21 5.89 6.2% 1.40 1.5% 87% True False 14,231
20 95.10 87.62 7.48 7.9% 1.33 1.4% 90% True False 17,516
40 95.10 86.95 8.15 8.6% 1.54 1.6% 91% True False 14,891
60 95.57 86.95 8.62 9.1% 1.56 1.6% 86% False False 12,439
80 101.54 86.95 14.59 15.5% 1.56 1.7% 51% False False 10,904
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.64
2.618 100.36
1.618 98.35
1.000 97.11
0.618 96.34
HIGH 95.10
0.618 94.33
0.500 94.10
0.382 93.86
LOW 93.09
0.618 91.85
1.000 91.08
1.618 89.84
2.618 87.83
4.250 84.55
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 94.25 94.00
PP 94.17 93.67
S1 94.10 93.35

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

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