NYMEX Light Sweet Crude Oil Future June 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 92.39 93.38 0.99 1.1% 90.65
High 93.58 95.38 1.80 1.9% 93.26
Low 91.77 93.31 1.54 1.7% 90.23
Close 93.49 94.60 1.11 1.2% 92.61
Range 1.81 2.07 0.26 14.4% 3.03
ATR 1.49 1.53 0.04 2.8% 0.00
Volume 19,045 17,246 -1,799 -9.4% 77,078
Daily Pivots for day following 02-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.64 99.69 95.74
R3 98.57 97.62 95.17
R2 96.50 96.50 94.98
R1 95.55 95.55 94.79 96.03
PP 94.43 94.43 94.43 94.67
S1 93.48 93.48 94.41 93.96
S2 92.36 92.36 94.22
S3 90.29 91.41 94.03
S4 88.22 89.34 93.46
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 101.12 99.90 94.28
R3 98.09 96.87 93.44
R2 95.06 95.06 93.17
R1 93.84 93.84 92.89 94.45
PP 92.03 92.03 92.03 92.34
S1 90.81 90.81 92.33 91.42
S2 89.00 89.00 92.05
S3 85.97 87.78 91.78
S4 82.94 84.75 90.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.38 90.97 4.41 4.7% 1.65 1.7% 82% True False 18,360
10 95.38 89.60 5.78 6.1% 1.45 1.5% 87% True False 23,542
20 95.38 88.00 7.38 7.8% 1.37 1.4% 89% True False 28,298
40 95.38 87.22 8.16 8.6% 1.62 1.7% 90% True False 26,932
60 95.69 87.22 8.47 9.0% 1.67 1.8% 87% False False 25,640
80 101.40 87.22 14.18 15.0% 1.77 1.9% 52% False False 25,262
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 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.18
2.618 100.80
1.618 98.73
1.000 97.45
0.618 96.66
HIGH 95.38
0.618 94.59
0.500 94.35
0.382 94.10
LOW 93.31
0.618 92.03
1.000 91.24
1.618 89.96
2.618 87.89
4.250 84.51
Fisher Pivots for day following 02-Jan-2013
Pivot 1 day 3 day
R1 94.52 94.26
PP 94.43 93.92
S1 94.35 93.58

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

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