NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 99.08 97.65 -1.43 -1.4% 97.23
High 99.08 98.71 -0.37 -0.4% 99.98
Low 97.54 97.65 0.11 0.1% 96.87
Close 97.83 98.32 0.49 0.5% 99.28
Range 1.54 1.06 -0.48 -31.2% 3.11
ATR 1.10 1.10 0.00 -0.2% 0.00
Volume 28,795 10,196 -18,599 -64.6% 67,580
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 101.41 100.92 98.90
R3 100.35 99.86 98.61
R2 99.29 99.29 98.51
R1 98.80 98.80 98.42 99.05
PP 98.23 98.23 98.23 98.35
S1 97.74 97.74 98.22 97.99
S2 97.17 97.17 98.13
S3 96.11 96.68 98.03
S4 95.05 95.62 97.74
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 108.04 106.77 100.99
R3 104.93 103.66 100.14
R2 101.82 101.82 99.85
R1 100.55 100.55 99.57 101.19
PP 98.71 98.71 98.71 99.03
S1 97.44 97.44 98.99 98.08
S2 95.60 95.60 98.71
S3 92.49 94.33 98.42
S4 89.38 91.22 97.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.98 97.54 2.44 2.5% 1.14 1.2% 32% False False 17,365
10 99.98 96.42 3.56 3.6% 1.09 1.1% 53% False False 15,759
20 99.98 94.27 5.71 5.8% 1.02 1.0% 71% False False 11,952
40 99.98 88.72 11.26 11.5% 0.88 0.9% 85% False False 8,206
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.22
2.618 101.49
1.618 100.43
1.000 99.77
0.618 99.37
HIGH 98.71
0.618 98.31
0.500 98.18
0.382 98.05
LOW 97.65
0.618 96.99
1.000 96.59
1.618 95.93
2.618 94.87
4.250 93.15
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 98.27 98.76
PP 98.23 98.61
S1 98.18 98.47

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

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