NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 92.55 93.14 0.59 0.6% 96.90
High 93.84 93.75 -0.09 -0.1% 97.92
Low 92.45 92.61 0.16 0.2% 92.88
Close 93.05 93.15 0.10 0.1% 93.57
Range 1.39 1.14 -0.25 -18.0% 5.04
ATR 1.62 1.58 -0.03 -2.1% 0.00
Volume 57,577 46,194 -11,383 -19.8% 283,162
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 96.59 96.01 93.78
R3 95.45 94.87 93.46
R2 94.31 94.31 93.36
R1 93.73 93.73 93.25 94.02
PP 93.17 93.17 93.17 93.32
S1 92.59 92.59 93.05 92.88
S2 92.03 92.03 92.94
S3 90.89 91.45 92.84
S4 89.75 90.31 92.52
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 95.33 92.45 2.88 3.1% 1.63 1.8% 24% False False 63,419
10 99.10 92.45 6.65 7.1% 1.72 1.8% 11% False False 60,307
20 99.10 92.45 6.65 7.1% 1.57 1.7% 11% False False 58,780
40 99.10 91.59 7.51 8.1% 1.44 1.6% 21% False False 47,107
60 99.10 87.62 11.48 12.3% 1.39 1.5% 48% False False 37,426
80 99.10 86.95 12.15 13.0% 1.49 1.6% 51% False False 30,950
100 99.10 86.95 12.15 13.0% 1.53 1.6% 51% False False 26,196
120 101.54 86.95 14.59 15.7% 1.53 1.6% 42% False False 22,901
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.60
2.618 96.73
1.618 95.59
1.000 94.89
0.618 94.45
HIGH 93.75
0.618 93.31
0.500 93.18
0.382 93.05
LOW 92.61
0.618 91.91
1.000 91.47
1.618 90.77
2.618 89.63
4.250 87.77
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 93.18 93.68
PP 93.17 93.50
S1 93.16 93.33

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

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