NYMEX Light Sweet Crude Oil Future July 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 93.30 93.70 0.40 0.4% 97.41
High 94.50 94.34 -0.16 -0.2% 98.57
Low 93.28 93.35 0.07 0.1% 93.63
Close 93.72 93.78 0.06 0.1% 94.27
Range 1.22 0.99 -0.23 -18.9% 4.94
ATR 1.50 1.46 -0.04 -2.4% 0.00
Volume 26,328 11,114 -15,214 -57.8% 73,896
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 96.79 96.28 94.32
R3 95.80 95.29 94.05
R2 94.81 94.81 93.96
R1 94.30 94.30 93.87 94.56
PP 93.82 93.82 93.82 93.95
S1 93.31 93.31 93.69 93.57
S2 92.83 92.83 93.60
S3 91.84 92.32 93.51
S4 90.85 91.33 93.24
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 110.31 107.23 96.99
R3 105.37 102.29 95.63
R2 100.43 100.43 95.18
R1 97.35 97.35 94.72 96.42
PP 95.49 95.49 95.49 95.03
S1 92.41 92.41 93.82 91.48
S2 90.55 90.55 93.36
S3 85.61 87.47 92.91
S4 80.67 82.53 91.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.92 93.22 2.70 2.9% 1.49 1.6% 21% False False 17,531
10 99.77 93.22 6.55 7.0% 1.60 1.7% 9% False False 20,524
20 99.77 93.22 6.55 7.0% 1.44 1.5% 9% False False 25,456
40 99.77 92.00 7.77 8.3% 1.34 1.4% 23% False False 20,894
60 99.77 88.48 11.29 12.0% 1.22 1.3% 47% False False 16,055
80 99.77 87.76 12.01 12.8% 1.27 1.4% 50% False False 13,060
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 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.55
2.618 96.93
1.618 95.94
1.000 95.33
0.618 94.95
HIGH 94.34
0.618 93.96
0.500 93.85
0.382 93.73
LOW 93.35
0.618 92.74
1.000 92.36
1.618 91.75
2.618 90.76
4.250 89.14
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 93.85 94.36
PP 93.82 94.17
S1 93.80 93.97

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

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