NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 93.53 93.70 0.17 0.2% 96.90
High 93.91 94.90 0.99 1.1% 97.92
Low 92.88 92.51 -0.37 -0.4% 92.88
Close 93.57 93.53 -0.04 0.0% 93.57
Range 1.03 2.39 1.36 132.0% 5.04
ATR 1.58 1.64 0.06 3.7% 0.00
Volume 80,391 45,706 -34,685 -43.1% 283,162
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 100.82 99.56 94.84
R3 98.43 97.17 94.19
R2 96.04 96.04 93.97
R1 94.78 94.78 93.75 94.22
PP 93.65 93.65 93.65 93.36
S1 92.39 92.39 93.31 91.83
S2 91.26 91.26 93.09
S3 88.87 90.00 92.87
S4 86.48 87.61 92.22
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 109.91 106.78 96.34
R3 104.87 101.74 94.96
R2 99.83 99.83 94.49
R1 96.70 96.70 94.03 95.75
PP 94.79 94.79 94.79 94.31
S1 91.66 91.66 93.11 90.71
S2 89.75 89.75 92.65
S3 84.71 86.62 92.18
S4 79.67 81.58 90.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.92 92.51 5.41 5.8% 2.04 2.2% 19% False True 65,773
10 99.10 92.51 6.59 7.0% 1.78 1.9% 15% False True 63,955
20 99.10 92.51 6.59 7.0% 1.58 1.7% 15% False True 56,731
40 99.10 91.57 7.53 8.1% 1.44 1.5% 26% False False 45,368
60 99.10 87.62 11.48 12.3% 1.40 1.5% 51% False False 36,102
80 99.10 86.95 12.15 13.0% 1.48 1.6% 54% False False 29,803
100 99.10 86.95 12.15 13.0% 1.54 1.6% 54% False False 25,206
120 101.54 86.95 14.59 15.6% 1.52 1.6% 45% False False 22,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.06
2.618 101.16
1.618 98.77
1.000 97.29
0.618 96.38
HIGH 94.90
0.618 93.99
0.500 93.71
0.382 93.42
LOW 92.51
0.618 91.03
1.000 90.12
1.618 88.64
2.618 86.25
4.250 82.35
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 93.71 93.92
PP 93.65 93.79
S1 93.59 93.66

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

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