NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 99.21 99.00 -0.21 -0.2% 97.32
High 99.25 99.59 0.34 0.3% 99.59
Low 98.35 98.28 -0.07 -0.1% 96.97
Close 98.99 99.26 0.27 0.3% 99.26
Range 0.90 1.31 0.41 45.6% 2.62
ATR 1.17 1.18 0.01 0.9% 0.00
Volume 16,925 37,476 20,551 121.4% 115,533
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 102.97 102.43 99.98
R3 101.66 101.12 99.62
R2 100.35 100.35 99.50
R1 99.81 99.81 99.38 100.08
PP 99.04 99.04 99.04 99.18
S1 98.50 98.50 99.14 98.77
S2 97.73 97.73 99.02
S3 96.42 97.19 98.90
S4 95.11 95.88 98.54
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 106.47 105.48 100.70
R3 103.85 102.86 99.98
R2 101.23 101.23 99.74
R1 100.24 100.24 99.50 100.74
PP 98.61 98.61 98.61 98.85
S1 97.62 97.62 99.02 98.12
S2 95.99 95.99 98.78
S3 93.37 95.00 98.54
S4 90.75 92.38 97.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.59 96.97 2.62 2.6% 1.07 1.1% 87% True False 23,106
10 99.59 96.23 3.36 3.4% 1.13 1.1% 90% True False 23,679
20 99.59 93.36 6.23 6.3% 1.17 1.2% 95% True False 18,888
40 99.59 88.48 11.11 11.2% 1.08 1.1% 97% True False 13,006
60 99.59 87.76 11.83 11.9% 1.19 1.2% 97% True False 10,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.16
2.618 103.02
1.618 101.71
1.000 100.90
0.618 100.40
HIGH 99.59
0.618 99.09
0.500 98.94
0.382 98.78
LOW 98.28
0.618 97.47
1.000 96.97
1.618 96.16
2.618 94.85
4.250 92.71
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 99.15 99.15
PP 99.04 99.04
S1 98.94 98.94

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

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