I'm of the opinion that a copper crucible is not the way to go, Dmitry. For one, it will dissipate heat too rapidly, but the worst case is what ever you melt will dissolve the copper, even though it may not melt. I encourage you to explore a refractory crucible, perhaps even one made of graphite.
I'm not versed on arc furnaces, so I can't provide much input.
Here's a link to Lindsay Publications. They used to have a book that might provide guidance for building one.
http://www.lindsaybks.com/
Hope this helps,
Harold