NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 96.64 96.86 0.22 0.2% 96.04
High 96.99 97.21 0.22 0.2% 98.24
Low 95.04 95.54 0.50 0.5% 95.47
Close 96.62 95.83 -0.79 -0.8% 97.77
Range 1.95 1.67 -0.28 -14.4% 2.77
ATR 1.47 1.48 0.01 1.0% 0.00
Volume 282,803 275,474 -7,329 -2.6% 1,132,299
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 101.20 100.19 96.75
R3 99.53 98.52 96.29
R2 97.86 97.86 96.14
R1 96.85 96.85 95.98 96.52
PP 96.19 96.19 96.19 96.03
S1 95.18 95.18 95.68 94.85
S2 94.52 94.52 95.52
S3 92.85 93.51 95.37
S4 91.18 91.84 94.91
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.47 104.39 99.29
R3 102.70 101.62 98.53
R2 99.93 99.93 98.28
R1 98.85 98.85 98.02 99.39
PP 97.16 97.16 97.16 97.43
S1 96.08 96.08 97.52 96.62
S2 94.39 94.39 97.26
S3 91.62 93.31 97.01
S4 88.85 90.54 96.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.15 95.04 3.11 3.2% 1.66 1.7% 25% False False 242,873
10 98.24 95.04 3.20 3.3% 1.44 1.5% 25% False False 226,126
20 98.24 93.06 5.18 5.4% 1.46 1.5% 53% False False 203,453
40 98.24 86.40 11.84 12.4% 1.42 1.5% 80% False False 128,795
60 98.24 86.27 11.97 12.5% 1.51 1.6% 80% False False 98,165
80 98.24 85.80 12.44 13.0% 1.64 1.7% 81% False False 79,906
100 100.77 85.80 14.97 15.6% 1.77 1.8% 67% False False 67,735
120 101.78 85.80 15.98 16.7% 1.73 1.8% 63% False False 58,925
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.31
2.618 101.58
1.618 99.91
1.000 98.88
0.618 98.24
HIGH 97.21
0.618 96.57
0.500 96.38
0.382 96.18
LOW 95.54
0.618 94.51
1.000 93.87
1.618 92.84
2.618 91.17
4.250 88.44
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 96.38 96.13
PP 96.19 96.03
S1 96.01 95.93

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

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