NYMEX Light Sweet Crude Oil Future June 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 97.31 97.93 0.62 0.6% 97.46
High 97.99 98.30 0.31 0.3% 99.52
Low 96.66 95.11 -1.55 -1.6% 96.52
Close 97.92 96.03 -1.89 -1.9% 97.34
Range 1.33 3.19 1.86 139.8% 3.00
ATR 1.40 1.53 0.13 9.1% 0.00
Volume 61,326 49,175 -12,151 -19.8% 318,806
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 106.05 104.23 97.78
R3 102.86 101.04 96.91
R2 99.67 99.67 96.61
R1 97.85 97.85 96.32 97.17
PP 96.48 96.48 96.48 96.14
S1 94.66 94.66 95.74 93.98
S2 93.29 93.29 95.45
S3 90.10 91.47 95.15
S4 86.91 88.28 94.28
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 106.79 105.07 98.99
R3 103.79 102.07 98.17
R2 100.79 100.79 97.89
R1 99.07 99.07 97.62 98.43
PP 97.79 97.79 97.79 97.48
S1 96.07 96.07 97.07 95.43
S2 94.79 94.79 96.79
S3 91.79 93.07 96.52
S4 88.79 90.07 95.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.52 95.11 4.41 4.6% 1.78 1.9% 21% False True 57,539
10 99.52 95.11 4.41 4.6% 1.66 1.7% 21% False True 68,322
20 99.52 95.11 4.41 4.6% 1.49 1.6% 21% False True 68,710
40 99.52 90.06 9.46 9.9% 1.40 1.5% 63% False False 53,755
60 99.52 88.00 11.52 12.0% 1.38 1.4% 70% False False 45,335
80 99.52 87.22 12.30 12.8% 1.50 1.6% 72% False False 40,331
100 99.52 87.22 12.30 12.8% 1.61 1.7% 72% False False 36,939
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 0.46
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 111.86
2.618 106.65
1.618 103.46
1.000 101.49
0.618 100.27
HIGH 98.30
0.618 97.08
0.500 96.71
0.382 96.33
LOW 95.11
0.618 93.14
1.000 91.92
1.618 89.95
2.618 86.76
4.250 81.55
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 96.71 97.01
PP 96.48 96.68
S1 96.26 96.36

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

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