NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 91.92 92.72 0.80 0.9% 96.39
High 93.44 93.37 -0.07 -0.1% 97.49
Low 91.92 92.18 0.26 0.3% 92.44
Close 92.63 92.76 0.13 0.1% 93.13
Range 1.52 1.19 -0.33 -21.7% 5.05
ATR 1.67 1.64 -0.03 -2.1% 0.00
Volume 230,836 201,512 -29,324 -12.7% 1,062,358
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 96.34 95.74 93.41
R3 95.15 94.55 93.09
R2 93.96 93.96 92.98
R1 93.36 93.36 92.87 93.66
PP 92.77 92.77 92.77 92.92
S1 92.17 92.17 92.65 92.47
S2 91.58 91.58 92.54
S3 90.39 90.98 92.43
S4 89.20 89.79 92.11
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 94.92 91.92 3.00 3.2% 1.69 1.8% 28% False False 228,111
10 98.65 91.92 6.73 7.3% 1.78 1.9% 12% False False 212,819
20 98.66 91.92 6.74 7.3% 1.63 1.8% 12% False False 151,885
40 98.66 91.01 7.65 8.2% 1.49 1.6% 23% False False 101,963
60 98.66 87.04 11.62 12.5% 1.45 1.6% 49% False False 75,828
80 98.66 86.42 12.24 13.2% 1.55 1.7% 52% False False 61,356
100 98.66 86.42 12.24 13.2% 1.60 1.7% 52% False False 50,829
120 101.50 86.42 15.08 16.3% 1.63 1.8% 42% False False 43,729
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.43
2.618 96.49
1.618 95.30
1.000 94.56
0.618 94.11
HIGH 93.37
0.618 92.92
0.500 92.78
0.382 92.63
LOW 92.18
0.618 91.44
1.000 90.99
1.618 90.25
2.618 89.06
4.250 87.12
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 92.78 93.19
PP 92.77 93.05
S1 92.77 92.90

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

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