NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 97.32 96.08 -1.24 -1.3% 95.07
High 97.35 97.51 0.16 0.2% 96.67
Low 96.35 96.08 -0.27 -0.3% 94.48
Close 96.36 97.07 0.71 0.7% 96.67
Range 1.00 1.43 0.43 43.0% 2.19
ATR 0.99 1.02 0.03 3.2% 0.00
Volume 11,013 23,379 12,366 112.3% 60,364
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.18 100.55 97.86
R3 99.75 99.12 97.46
R2 98.32 98.32 97.33
R1 97.69 97.69 97.20 98.01
PP 96.89 96.89 96.89 97.04
S1 96.26 96.26 96.94 96.58
S2 95.46 95.46 96.81
S3 94.03 94.83 96.68
S4 92.60 93.40 96.28
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 102.51 101.78 97.87
R3 100.32 99.59 97.27
R2 98.13 98.13 97.07
R1 97.40 97.40 96.87 97.77
PP 95.94 95.94 95.94 96.12
S1 95.21 95.21 96.47 95.58
S2 93.75 93.75 96.27
S3 91.56 93.02 96.07
S4 89.37 90.83 95.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.51 95.71 1.80 1.9% 0.97 1.0% 76% True False 14,630
10 97.51 94.21 3.30 3.4% 0.93 1.0% 87% True False 13,291
20 97.51 91.85 5.66 5.8% 0.94 1.0% 92% True False 9,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 103.59
2.618 101.25
1.618 99.82
1.000 98.94
0.618 98.39
HIGH 97.51
0.618 96.96
0.500 96.80
0.382 96.63
LOW 96.08
0.618 95.20
1.000 94.65
1.618 93.77
2.618 92.34
4.250 90.00
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 96.98 96.98
PP 96.89 96.89
S1 96.80 96.80

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

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