NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 10-Jan-2013

Day Change Summary
	Previous	Current
	09-Jan-2013	10-Jan-2013	Change	Change %	Previous Week
Open	94.75	95.06	0.31	0.3%	92.44
High	95.12	96.00	0.88	0.9%	95.23
Low	94.58	95.00	0.42	0.4%	92.44
Close	94.86	95.22	0.36	0.4%	94.36
Range	0.54	1.00	0.46	85.2%	2.79
ATR	1.00	1.01	0.01	1.0%	0.00
Volume	6,246	11,654	5,408	86.6%	23,856

Daily Pivots for day following 10-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.41	97.81	95.77
R3	97.41	96.81	95.50
R2	96.41	96.41	95.40
R1	95.81	95.81	95.31	96.11
PP	95.41	95.41	95.41	95.56
S1	94.81	94.81	95.13	95.11
S2	94.41	94.41	95.04
S3	93.41	93.81	94.95
S4	92.41	92.81	94.67

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.38	101.16	95.89
R3	99.59	98.37	95.13
R2	96.80	96.80	94.87
R1	95.58	95.58	94.62	96.19
PP	94.01	94.01	94.01	94.32
S1	92.79	92.79	94.10	93.40
S2	91.22	91.22	93.85
S3	88.43	90.00	93.59
S4	85.64	87.21	92.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.00	93.18	2.82	3.0%	0.89	0.9%	72%	True	False	8,280
10	96.00	92.30	3.70	3.9%	0.92	1.0%	79%	True	False	6,677
20	96.00	88.74	7.26	7.6%	0.94	1.0%	89%	True	False	5,438

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	0.16
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.25
2.618	98.62
1.618	97.62
1.000	97.00
0.618	96.62
HIGH	96.00
0.618	95.62
0.500	95.50
0.382	95.38
LOW	95.00
0.618	94.38
1.000	94.00
1.618	93.38
2.618	92.38
4.250	90.75

Fisher Pivots for day following 10-Jan-2013
Pivot	1 day	3 day
R1	95.50	95.21
PP	95.41	95.21
S1	95.31	95.20

Download as Excel Spreadsheet

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

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