NYMEX Light Sweet Crude Oil Future June 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	93.38	94.13	0.75	0.8%	90.65
High	95.38	94.71	-0.67	-0.7%	93.26
Low	93.31	94.02	0.71	0.8%	90.23
Close	94.60	94.39	-0.21	-0.2%	92.61
Range	2.07	0.69	-1.38	-66.7%	3.03
ATR	1.53	1.47	-0.06	-3.9%	0.00
Volume	17,246	45,960	28,714	166.5%	77,078

Daily Pivots for day following 03-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.44	96.11	94.77
R3	95.75	95.42	94.58
R2	95.06	95.06	94.52
R1	94.73	94.73	94.45	94.90
PP	94.37	94.37	94.37	94.46
S1	94.04	94.04	94.33	94.21
S2	93.68	93.68	94.26
S3	92.99	93.35	94.20
S4	92.30	92.66	94.01

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	91.77	3.61	3.8%	1.36	1.4%	73%	False	False	26,570
10	95.38	90.06	5.32	5.6%	1.44	1.5%	81%	False	False	25,254
20	95.38	88.00	7.38	7.8%	1.33	1.4%	87%	False	False	29,394
40	95.38	87.22	8.16	8.6%	1.60	1.7%	88%	False	False	27,339
60	95.69	87.22	8.47	9.0%	1.66	1.8%	85%	False	False	25,916
80	101.40	87.22	14.18	15.0%	1.76	1.9%	51%	False	False	25,560

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	0.21
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	97.64
2.618	96.52
1.618	95.83
1.000	95.40
0.618	95.14
HIGH	94.71
0.618	94.45
0.500	94.37
0.382	94.28
LOW	94.02
0.618	93.59
1.000	93.33
1.618	92.90
2.618	92.21
4.250	91.09

Fisher Pivots for day following 03-Jan-2013
Pivot	1 day	3 day
R1	94.38	94.12
PP	94.37	93.85
S1	94.37	93.58

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols