NYMEX Light Sweet Crude Oil Future July 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	94.92	95.46	0.54	0.6%	94.04
High	96.18	95.50	-0.68	-0.7%	96.18
Low	94.88	94.14	-0.74	-0.8%	93.95
Close	95.33	94.98	-0.35	-0.4%	94.98
Range	1.30	1.36	0.06	4.6%	2.23
ATR	1.18	1.20	0.01	1.1%	0.00
Volume	13,146	15,984	2,838	21.6%	67,016

Daily Pivots for day following 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.95	98.33	95.73
R3	97.59	96.97	95.35
R2	96.23	96.23	95.23
R1	95.61	95.61	95.10	95.24
PP	94.87	94.87	94.87	94.69
S1	94.25	94.25	94.86	93.88
S2	93.51	93.51	94.73
S3	92.15	92.89	94.61
S4	90.79	91.53	94.23

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.73	100.58	96.21
R3	99.50	98.35	95.59
R2	97.27	97.27	95.39
R1	96.12	96.12	95.18	96.70
PP	95.04	95.04	95.04	95.32
S1	93.89	93.89	94.78	94.47
S2	92.81	92.81	94.57
S3	90.58	91.66	94.37
S4	88.35	89.43	93.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.18	93.95	2.23	2.3%	1.06	1.1%	46%	False	False	13,403
10	96.18	92.00	4.18	4.4%	1.16	1.2%	71%	False	False	11,794
20	96.18	88.55	7.63	8.0%	1.04	1.1%	84%	False	False	9,406
40	96.18	88.32	7.86	8.3%	1.09	1.1%	85%	False	False	7,065
60	96.18	87.76	8.42	8.9%	1.19	1.3%	86%	False	False	5,948

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	101.28
2.618	99.06
1.618	97.70
1.000	96.86
0.618	96.34
HIGH	95.50
0.618	94.98
0.500	94.82
0.382	94.66
LOW	94.14
0.618	93.30
1.000	92.78
1.618	91.94
2.618	90.58
4.250	88.36

Fisher Pivots for day following 11-Jan-2013
Pivot	1 day	3 day
R1	94.93	95.16
PP	94.87	95.10
S1	94.82	95.04

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