NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 99.03 98.68 -0.35 -0.4% 98.95
High 99.52 99.18 -0.34 -0.3% 98.98
Low 98.18 98.31 0.13 0.1% 96.42
Close 98.57 98.82 0.25 0.3% 97.32
Range 1.34 0.87 -0.47 -35.1% 2.56
ATR 1.39 1.35 -0.04 -2.7% 0.00
Volume 62,428 67,085 4,657 7.5% 409,010
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 101.38 100.97 99.30
R3 100.51 100.10 99.06
R2 99.64 99.64 98.98
R1 99.23 99.23 98.90 99.44
PP 98.77 98.77 98.77 98.87
S1 98.36 98.36 98.74 98.57
S2 97.90 97.90 98.66
S3 97.03 97.49 98.58
S4 96.16 96.62 98.34
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.25 103.85 98.73
R3 102.69 101.29 98.02
R2 100.13 100.13 97.79
R1 98.73 98.73 97.55 98.15
PP 97.57 97.57 97.57 97.29
S1 96.17 96.17 97.09 95.59
S2 95.01 95.01 96.85
S3 92.45 93.61 96.62
S4 89.89 91.05 95.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.52 96.52 3.00 3.0% 1.30 1.3% 77% False False 73,008
10 99.52 96.42 3.10 3.1% 1.42 1.4% 77% False False 76,967
20 99.52 95.12 4.40 4.5% 1.37 1.4% 84% False False 70,707
40 99.52 89.60 9.92 10.0% 1.33 1.3% 93% False False 52,215
60 99.52 88.00 11.52 11.7% 1.38 1.4% 94% False False 44,470
80 99.52 87.22 12.30 12.4% 1.51 1.5% 94% False False 39,175
100 99.52 87.22 12.30 12.4% 1.60 1.6% 94% False False 36,064
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 102.88
2.618 101.46
1.618 100.59
1.000 100.05
0.618 99.72
HIGH 99.18
0.618 98.85
0.500 98.75
0.382 98.64
LOW 98.31
0.618 97.77
1.000 97.44
1.618 96.90
2.618 96.03
4.250 94.61
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 98.80 98.85
PP 98.77 98.84
S1 98.75 98.83

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

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