NYMEX Light Sweet Crude Oil Future August 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	92.41	94.35	1.94	2.1%	90.90
High	93.76	95.34	1.58	1.7%	93.38
Low	92.21	94.35	2.14	2.3%	90.90
Close	93.76	94.78	1.02	1.1%	92.92
Range	1.55	0.99	-0.56	-36.1%	2.48
ATR	1.05	1.09	0.04	3.6%	0.00
Volume	3,458	3,481	23	0.7%	12,652

Daily Pivots for day following 02-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.79	97.28	95.32
R3	96.80	96.29	95.05
R2	95.81	95.81	94.96
R1	95.30	95.30	94.87	95.56
PP	94.82	94.82	94.82	94.95
S1	94.31	94.31	94.69	94.57
S2	93.83	93.83	94.60
S3	92.84	93.32	94.51
S4	91.85	92.33	94.24

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.84	98.86	94.28
R3	97.36	96.38	93.60
R2	94.88	94.88	93.37
R1	93.90	93.90	93.15	94.39
PP	92.40	92.40	92.40	92.65
S1	91.42	91.42	92.69	91.91
S2	89.92	89.92	92.47
S3	87.44	88.94	92.24
S4	84.96	86.46	91.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.34	92.21	3.13	3.3%	0.94	1.0%	82%	True	False	3,277
10	95.34	90.30	5.04	5.3%	0.75	0.8%	89%	True	False	3,323
20	95.34	88.72	6.62	7.0%	0.71	0.7%	92%	True	False	3,765

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.55
2.618	97.93
1.618	96.94
1.000	96.33
0.618	95.95
HIGH	95.34
0.618	94.96
0.500	94.85
0.382	94.73
LOW	94.35
0.618	93.74
1.000	93.36
1.618	92.75
2.618	91.76
4.250	90.14

Fisher Pivots for day following 02-Jan-2013
Pivot	1 day	3 day
R1	94.85	94.45
PP	94.82	94.11
S1	94.80	93.78

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