NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 98.81 98.44 -0.37 -0.4% 96.91
High 98.86 99.03 0.17 0.2% 99.03
Low 97.74 97.53 -0.21 -0.2% 96.41
Close 98.41 98.66 0.25 0.3% 98.66
Range 1.12 1.50 0.38 33.9% 2.62
ATR 1.31 1.32 0.01 1.1% 0.00
Volume 32,337 62,712 30,375 93.9% 199,972
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 102.91 102.28 99.49
R3 101.41 100.78 99.07
R2 99.91 99.91 98.94
R1 99.28 99.28 98.80 99.60
PP 98.41 98.41 98.41 98.56
S1 97.78 97.78 98.52 98.10
S2 96.91 96.91 98.39
S3 95.41 96.28 98.25
S4 93.91 94.78 97.84
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.89 104.90 100.10
R3 103.27 102.28 99.38
R2 100.65 100.65 99.14
R1 99.66 99.66 98.90 100.16
PP 98.03 98.03 98.03 98.28
S1 97.04 97.04 98.42 97.54
S2 95.41 95.41 98.18
S3 92.79 94.42 97.94
S4 90.17 91.80 97.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.03 96.41 2.62 2.7% 1.24 1.3% 86% True False 39,994
10 99.03 95.92 3.11 3.2% 1.27 1.3% 88% True False 51,085
20 99.03 92.90 6.13 6.2% 1.28 1.3% 94% True False 40,067
40 99.03 87.62 11.41 11.6% 1.28 1.3% 97% True False 28,971
60 99.03 86.95 12.08 12.2% 1.44 1.5% 97% True False 23,347
80 99.03 86.95 12.08 12.2% 1.49 1.5% 97% True False 19,502
100 101.54 86.95 14.59 14.8% 1.50 1.5% 80% False False 16,911
120 101.54 86.95 14.59 14.8% 1.42 1.4% 80% False False 14,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.41
2.618 102.96
1.618 101.46
1.000 100.53
0.618 99.96
HIGH 99.03
0.618 98.46
0.500 98.28
0.382 98.10
LOW 97.53
0.618 96.60
1.000 96.03
1.618 95.10
2.618 93.60
4.250 91.16
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 98.53 98.53
PP 98.41 98.41
S1 98.28 98.28

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

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