NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 98.06 97.69 -0.37 -0.4% 99.08
High 98.48 98.98 0.50 0.5% 99.08
Low 97.49 97.00 -0.49 -0.5% 96.89
Close 97.86 98.96 1.10 1.1% 97.86
Range 0.99 1.98 0.99 100.0% 2.19
ATR 1.14 1.20 0.06 5.2% 0.00
Volume 21,678 17,613 -4,065 -18.8% 100,343
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 104.25 103.59 100.05
R3 102.27 101.61 99.50
R2 100.29 100.29 99.32
R1 99.63 99.63 99.14 99.96
PP 98.31 98.31 98.31 98.48
S1 97.65 97.65 98.78 97.98
S2 96.33 96.33 98.60
S3 94.35 95.67 98.42
S4 92.37 93.69 97.87
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 104.51 103.38 99.06
R3 102.32 101.19 98.46
R2 100.13 100.13 98.26
R1 99.00 99.00 98.06 98.47
PP 97.94 97.94 97.94 97.68
S1 96.81 96.81 97.66 96.28
S2 95.75 95.75 97.46
S3 93.56 94.62 97.26
S4 91.37 92.43 96.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.98 96.89 2.09 2.1% 1.42 1.4% 99% True False 17,832
10 99.98 96.89 3.09 3.1% 1.27 1.3% 67% False False 17,733
20 99.98 94.54 5.44 5.5% 1.15 1.2% 81% False False 14,397
40 99.98 88.72 11.26 11.4% 0.96 1.0% 91% False False 9,681
60 99.98 88.72 11.26 11.4% 0.89 0.9% 91% False False 7,493
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 107.40
2.618 104.16
1.618 102.18
1.000 100.96
0.618 100.20
HIGH 98.98
0.618 98.22
0.500 97.99
0.382 97.76
LOW 97.00
0.618 95.78
1.000 95.02
1.618 93.80
2.618 91.82
4.250 88.59
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 98.64 98.64
PP 98.31 98.31
S1 97.99 97.99

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

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