NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 97.77 98.60 0.83 0.8% 96.74
High 98.90 99.29 0.39 0.4% 97.89
Low 97.45 98.49 1.04 1.1% 96.27
Close 98.64 99.06 0.42 0.4% 97.08
Range 1.45 0.80 -0.65 -44.8% 1.62
ATR 1.36 1.32 -0.04 -2.9% 0.00
Volume 41,447 73,170 31,723 76.5% 285,650
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.35 101.00 99.50
R3 100.55 100.20 99.28
R2 99.75 99.75 99.21
R1 99.40 99.40 99.13 99.58
PP 98.95 98.95 98.95 99.03
S1 98.60 98.60 98.99 98.78
S2 98.15 98.15 98.91
S3 97.35 97.80 98.84
S4 96.55 97.00 98.62
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.94 101.13 97.97
R3 100.32 99.51 97.53
R2 98.70 98.70 97.38
R1 97.89 97.89 97.23 98.30
PP 97.08 97.08 97.08 97.28
S1 96.27 96.27 96.93 96.68
S2 95.46 95.46 96.78
S3 93.84 94.65 96.63
S4 92.22 93.03 96.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.29 96.30 2.99 3.0% 1.25 1.3% 92% True False 69,760
10 99.29 94.48 4.81 4.9% 1.32 1.3% 95% True False 64,138
20 99.29 93.05 6.24 6.3% 1.27 1.3% 96% True False 52,522
40 99.29 88.00 11.29 11.4% 1.31 1.3% 98% True False 40,726
60 99.29 87.22 12.07 12.2% 1.50 1.5% 98% True False 35,533
80 99.29 87.22 12.07 12.2% 1.57 1.6% 98% True False 32,479
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 102.69
2.618 101.38
1.618 100.58
1.000 100.09
0.618 99.78
HIGH 99.29
0.618 98.98
0.500 98.89
0.382 98.80
LOW 98.49
0.618 98.00
1.000 97.69
1.618 97.20
2.618 96.40
4.250 95.09
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 99.00 98.71
PP 98.95 98.35
S1 98.89 98.00

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

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