NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 97.54 95.25 -2.29 -2.3% 96.87
High 97.92 95.33 -2.59 -2.6% 99.10
Low 94.69 93.12 -1.57 -1.7% 96.04
Close 95.65 93.27 -2.38 -2.5% 96.92
Range 3.23 2.21 -1.02 -31.6% 3.06
ATR 1.55 1.62 0.07 4.5% 0.00
Volume 58,499 87,229 28,730 49.1% 310,689
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 100.54 99.11 94.49
R3 98.33 96.90 93.88
R2 96.12 96.12 93.68
R1 94.69 94.69 93.47 94.30
PP 93.91 93.91 93.91 93.71
S1 92.48 92.48 93.07 92.09
S2 91.70 91.70 92.86
S3 89.49 90.27 92.66
S4 87.28 88.06 92.05
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 98.77 93.12 5.65 6.1% 1.98 2.1% 3% False True 62,268
10 99.10 93.12 5.98 6.4% 1.72 1.8% 3% False True 65,435
20 99.10 93.12 5.98 6.4% 1.54 1.6% 3% False True 60,430
40 99.10 89.92 9.18 9.8% 1.41 1.5% 36% False False 42,659
60 99.10 87.62 11.48 12.3% 1.38 1.5% 49% False False 34,194
80 99.10 86.95 12.15 13.0% 1.47 1.6% 52% False False 28,429
100 99.10 86.95 12.15 13.0% 1.52 1.6% 52% False False 24,001
120 101.54 86.95 14.59 15.6% 1.51 1.6% 43% False False 21,143
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.72
2.618 101.12
1.618 98.91
1.000 97.54
0.618 96.70
HIGH 95.33
0.618 94.49
0.500 94.23
0.382 93.96
LOW 93.12
0.618 91.75
1.000 90.91
1.618 89.54
2.618 87.33
4.250 83.73
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 94.23 95.52
PP 93.91 94.77
S1 93.59 94.02

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

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