NYMEX Light Sweet Crude Oil Future July 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 93.70 92.90 -0.80 -0.9% 97.41
High 94.34 92.90 -1.44 -1.5% 98.57
Low 93.35 92.88 -0.47 -0.5% 93.63
Close 93.78 93.11 -0.67 -0.7% 94.27
Range 0.99 0.02 -0.97 -98.0% 4.94
ATR 1.46 1.42 -0.04 -2.7% 0.00
Volume 11,114 22,233 11,119 100.0% 73,896
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 93.02 93.09 93.12
R3 93.00 93.07 93.12
R2 92.98 92.98 93.11
R1 93.05 93.05 93.11 93.02
PP 92.96 92.96 92.96 92.95
S1 93.03 93.03 93.11 93.00
S2 92.94 92.94 93.11
S3 92.92 93.01 93.10
S4 92.90 92.99 93.10
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 95.50 92.88 2.62 2.8% 1.08 1.2% 9% False True 18,014
10 99.44 92.88 6.56 7.0% 1.48 1.6% 4% False True 19,679
20 99.77 92.88 6.89 7.4% 1.41 1.5% 3% False True 25,306
40 99.77 92.88 6.89 7.4% 1.29 1.4% 3% False True 21,287
60 99.77 88.48 11.29 12.1% 1.20 1.3% 41% False False 16,338
80 99.77 87.76 12.01 12.9% 1.26 1.3% 45% False False 13,301
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.33
Narrowest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 92.99
2.618 92.95
1.618 92.93
1.000 92.92
0.618 92.91
HIGH 92.90
0.618 92.89
0.500 92.89
0.382 92.89
LOW 92.88
0.618 92.87
1.000 92.86
1.618 92.85
2.618 92.83
4.250 92.80
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 93.04 93.69
PP 92.96 93.50
S1 92.89 93.30

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

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