NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 93.58 93.85 0.27 0.3% 97.31
High 94.10 93.88 -0.22 -0.2% 98.30
Low 93.05 92.39 -0.66 -0.7% 93.28
Close 93.52 92.84 -0.68 -0.7% 93.96
Range 1.05 1.49 0.44 41.9% 5.02
ATR 1.56 1.55 0.00 -0.3% 0.00
Volume 37,378 52,946 15,568 41.7% 243,682
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 97.51 96.66 93.66
R3 96.02 95.17 93.25
R2 94.53 94.53 93.11
R1 93.68 93.68 92.98 93.36
PP 93.04 93.04 93.04 92.88
S1 92.19 92.19 92.70 91.87
S2 91.55 91.55 92.57
S3 90.06 90.70 92.43
S4 88.57 89.21 92.02
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 95.30 92.39 2.91 3.1% 1.45 1.6% 15% False True 51,049
10 99.18 92.39 6.79 7.3% 1.69 1.8% 7% False True 55,370
20 99.52 92.39 7.13 7.7% 1.57 1.7% 6% False True 65,330
40 99.52 92.39 7.13 7.7% 1.42 1.5% 6% False True 58,926
60 99.52 88.00 11.52 12.4% 1.39 1.5% 42% False False 48,927
80 99.52 87.22 12.30 13.2% 1.52 1.6% 46% False False 42,982
100 99.52 87.22 12.30 13.2% 1.57 1.7% 46% False False 39,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.21
2.618 97.78
1.618 96.29
1.000 95.37
0.618 94.80
HIGH 93.88
0.618 93.31
0.500 93.14
0.382 92.96
LOW 92.39
0.618 91.47
1.000 90.90
1.618 89.98
2.618 88.49
4.250 86.06
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 93.14 93.31
PP 93.04 93.15
S1 92.94 93.00

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

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