NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 96.90 97.54 0.64 0.7% 96.87
High 97.60 97.92 0.32 0.3% 99.10
Low 96.24 94.69 -1.55 -1.6% 96.04
Close 97.54 95.65 -1.89 -1.9% 96.92
Range 1.36 3.23 1.87 137.5% 3.06
ATR 1.42 1.55 0.13 9.1% 0.00
Volume 57,043 58,499 1,456 2.6% 310,689
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.78 103.94 97.43
R3 102.55 100.71 96.54
R2 99.32 99.32 96.24
R1 97.48 97.48 95.95 96.79
PP 96.09 96.09 96.09 95.74
S1 94.25 94.25 95.35 93.56
S2 92.86 92.86 95.06
S3 89.63 91.02 94.76
S4 86.40 87.79 93.87
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 106.53 104.79 98.60
R3 103.47 101.73 97.76
R2 100.41 100.41 97.48
R1 98.67 98.67 97.20 99.54
PP 97.35 97.35 97.35 97.79
S1 95.61 95.61 96.64 96.48
S2 94.29 94.29 96.36
S3 91.23 92.55 96.08
S4 88.17 89.49 95.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.10 94.69 4.41 4.6% 1.81 1.9% 22% False True 57,194
10 99.10 94.69 4.41 4.6% 1.69 1.8% 22% False True 61,633
20 99.10 94.69 4.41 4.6% 1.51 1.6% 22% False True 57,668
40 99.10 89.65 9.45 9.9% 1.40 1.5% 63% False False 40,936
60 99.10 87.62 11.48 12.0% 1.36 1.4% 70% False False 32,897
80 99.10 86.95 12.15 12.7% 1.46 1.5% 72% False False 27,464
100 99.10 86.95 12.15 12.7% 1.52 1.6% 72% False False 23,168
120 101.54 86.95 14.59 15.3% 1.49 1.6% 60% False False 20,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 111.65
2.618 106.38
1.618 103.15
1.000 101.15
0.618 99.92
HIGH 97.92
0.618 96.69
0.500 96.31
0.382 95.92
LOW 94.69
0.618 92.69
1.000 91.46
1.618 89.46
2.618 86.23
4.250 80.96
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 96.31 96.62
PP 96.09 96.30
S1 95.87 95.97

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

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