NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 92.72 92.89 0.17 0.2% 96.39
High 93.37 93.18 -0.19 -0.2% 97.49
Low 92.18 91.57 -0.61 -0.7% 92.44
Close 92.76 92.05 -0.71 -0.8% 93.13
Range 1.19 1.61 0.42 35.3% 5.05
ATR 1.64 1.64 0.00 -0.1% 0.00
Volume 201,512 218,119 16,607 8.2% 1,062,358
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 97.10 96.18 92.94
R3 95.49 94.57 92.49
R2 93.88 93.88 92.35
R1 92.96 92.96 92.20 92.62
PP 92.27 92.27 92.27 92.09
S1 91.35 91.35 91.90 91.01
S2 90.66 90.66 91.75
S3 89.05 89.74 91.61
S4 87.44 88.13 91.16
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 94.46 91.57 2.89 3.1% 1.55 1.7% 17% False True 214,448
10 98.28 91.57 6.71 7.3% 1.80 2.0% 7% False True 220,543
20 98.65 91.57 7.08 7.7% 1.66 1.8% 7% False True 159,485
40 98.66 91.57 7.09 7.7% 1.49 1.6% 7% False True 107,091
60 98.66 87.04 11.62 12.6% 1.46 1.6% 43% False False 79,066
80 98.66 86.42 12.24 13.3% 1.55 1.7% 46% False False 63,941
100 98.66 86.42 12.24 13.3% 1.58 1.7% 46% False False 52,923
120 101.50 86.42 15.08 16.4% 1.62 1.8% 37% False False 45,499
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.02
2.618 97.39
1.618 95.78
1.000 94.79
0.618 94.17
HIGH 93.18
0.618 92.56
0.500 92.38
0.382 92.19
LOW 91.57
0.618 90.58
1.000 89.96
1.618 88.97
2.618 87.36
4.250 84.73
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 92.38 92.51
PP 92.27 92.35
S1 92.16 92.20

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

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