NYMEX Light Sweet Crude Oil Future June 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 92.89 93.58 0.69 0.7% 97.31
High 94.22 94.10 -0.12 -0.1% 98.30
Low 92.85 93.05 0.20 0.2% 93.28
Close 93.43 93.52 0.09 0.1% 93.96
Range 1.37 1.05 -0.32 -23.4% 5.02
ATR 1.60 1.56 -0.04 -2.4% 0.00
Volume 55,261 37,378 -17,883 -32.4% 243,682
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 96.71 96.16 94.10
R3 95.66 95.11 93.81
R2 94.61 94.61 93.71
R1 94.06 94.06 93.62 93.81
PP 93.56 93.56 93.56 93.43
S1 93.01 93.01 93.42 92.76
S2 92.51 92.51 93.33
S3 91.46 91.96 93.23
S4 90.41 90.91 92.94
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 110.24 107.12 96.72
R3 105.22 102.10 95.34
R2 100.20 100.20 94.88
R1 97.08 97.08 94.42 96.13
PP 95.18 95.18 95.18 94.71
S1 92.06 92.06 93.50 91.11
S2 90.16 90.16 93.04
S3 85.14 87.04 92.58
S4 80.12 82.02 91.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.63 92.85 2.78 3.0% 1.58 1.7% 24% False False 55,098
10 99.52 92.85 6.67 7.1% 1.68 1.8% 10% False False 56,318
20 99.52 92.85 6.67 7.1% 1.53 1.6% 10% False False 66,341
40 99.52 91.77 7.75 8.3% 1.43 1.5% 23% False False 58,078
60 99.52 88.00 11.52 12.3% 1.40 1.5% 48% False False 48,616
80 99.52 87.22 12.30 13.2% 1.52 1.6% 51% False False 42,533
100 99.52 87.22 12.30 13.2% 1.59 1.7% 51% False False 38,883
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.56
2.618 96.85
1.618 95.80
1.000 95.15
0.618 94.75
HIGH 94.10
0.618 93.70
0.500 93.58
0.382 93.45
LOW 93.05
0.618 92.40
1.000 92.00
1.618 91.35
2.618 90.30
4.250 88.59
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 93.58 94.08
PP 93.56 93.89
S1 93.54 93.71

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

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