NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 93.23 91.92 -1.31 -1.4% 96.39
High 94.46 93.44 -1.02 -1.1% 97.49
Low 92.07 91.92 -0.15 -0.2% 92.44
Close 93.11 92.63 -0.48 -0.5% 93.13
Range 2.39 1.52 -0.87 -36.4% 5.05
ATR 1.68 1.67 -0.01 -0.7% 0.00
Volume 217,519 230,836 13,317 6.1% 1,062,358
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 97.22 96.45 93.47
R3 95.70 94.93 93.05
R2 94.18 94.18 92.91
R1 93.41 93.41 92.77 93.80
PP 92.66 92.66 92.66 92.86
S1 91.89 91.89 92.49 92.28
S2 91.14 91.14 92.35
S3 89.62 90.37 92.21
S4 88.10 88.85 91.79
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 109.50 106.37 95.91
R3 104.45 101.32 94.52
R2 99.40 99.40 94.06
R1 96.27 96.27 93.59 95.31
PP 94.35 94.35 94.35 93.88
S1 91.22 91.22 92.67 90.26
S2 89.30 89.30 92.20
S3 84.25 86.17 91.74
S4 79.20 81.12 90.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.49 91.92 5.57 6.0% 2.10 2.3% 13% False True 255,602
10 98.65 91.92 6.73 7.3% 1.77 1.9% 11% False True 206,036
20 98.66 91.92 6.74 7.3% 1.64 1.8% 11% False True 143,917
40 98.66 91.01 7.65 8.3% 1.49 1.6% 21% False False 97,410
60 98.66 87.04 11.62 12.5% 1.46 1.6% 48% False False 72,829
80 98.66 86.42 12.24 13.2% 1.55 1.7% 51% False False 58,911
100 98.66 86.42 12.24 13.2% 1.62 1.8% 51% False False 48,847
120 101.50 86.42 15.08 16.3% 1.63 1.8% 41% False False 42,104
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.90
2.618 97.42
1.618 95.90
1.000 94.96
0.618 94.38
HIGH 93.44
0.618 92.86
0.500 92.68
0.382 92.50
LOW 91.92
0.618 90.98
1.000 90.40
1.618 89.46
2.618 87.94
4.250 85.46
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 92.68 93.19
PP 92.66 93.00
S1 92.65 92.82

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

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