NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 97.88 98.21 0.33 0.3% 96.47
High 98.60 98.21 -0.39 -0.4% 98.66
Low 97.00 96.37 -0.63 -0.6% 95.94
Close 98.24 96.66 -1.58 -1.6% 98.24
Range 1.60 1.84 0.24 15.0% 2.72
ATR 1.37 1.41 0.04 2.6% 0.00
Volume 90,810 92,700 1,890 2.1% 308,797
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 102.60 101.47 97.67
R3 100.76 99.63 97.17
R2 98.92 98.92 97.00
R1 97.79 97.79 96.83 97.44
PP 97.08 97.08 97.08 96.90
S1 95.95 95.95 96.49 95.60
S2 95.24 95.24 96.32
S3 93.40 94.11 96.15
S4 91.56 92.27 95.65
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.77 104.73 99.74
R3 103.05 102.01 98.99
R2 100.33 100.33 98.74
R1 99.29 99.29 98.49 99.81
PP 97.61 97.61 97.61 97.88
S1 96.57 96.57 97.99 97.09
S2 94.89 94.89 97.74
S3 92.17 93.85 97.49
S4 89.45 91.13 96.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.66 96.37 2.29 2.4% 1.40 1.4% 13% False True 69,589
10 98.66 95.44 3.22 3.3% 1.42 1.5% 38% False False 77,632
20 98.66 93.28 5.38 5.6% 1.34 1.4% 63% False False 62,623
40 98.66 87.04 11.62 12.0% 1.36 1.4% 83% False False 43,393
60 98.66 86.42 12.24 12.7% 1.48 1.5% 84% False False 35,297
80 98.66 86.42 12.24 12.7% 1.54 1.6% 84% False False 29,007
100 101.50 86.42 15.08 15.6% 1.63 1.7% 68% False False 24,842
120 101.50 86.42 15.08 15.6% 1.55 1.6% 68% False False 21,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 106.03
2.618 103.03
1.618 101.19
1.000 100.05
0.618 99.35
HIGH 98.21
0.618 97.51
0.500 97.29
0.382 97.07
LOW 96.37
0.618 95.23
1.000 94.53
1.618 93.39
2.618 91.55
4.250 88.55
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 97.29 97.49
PP 97.08 97.21
S1 96.87 96.94

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

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