NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 97.69 98.69 1.00 1.0% 99.08
High 98.98 99.54 0.56 0.6% 99.08
Low 97.00 98.69 1.69 1.7% 96.89
Close 98.96 99.38 0.42 0.4% 97.86
Range 1.98 0.85 -1.13 -57.1% 2.19
ATR 1.20 1.18 -0.03 -2.1% 0.00
Volume 17,613 20,414 2,801 15.9% 100,343
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 101.75 101.42 99.85
R3 100.90 100.57 99.61
R2 100.05 100.05 99.54
R1 99.72 99.72 99.46 99.89
PP 99.20 99.20 99.20 99.29
S1 98.87 98.87 99.30 99.04
S2 98.35 98.35 99.22
S3 97.50 98.02 99.15
S4 96.65 97.17 98.91
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 99.54 96.89 2.65 2.7% 1.37 1.4% 94% True False 19,875
10 99.98 96.89 3.09 3.1% 1.26 1.3% 81% False False 18,620
20 99.98 94.62 5.36 5.4% 1.14 1.1% 89% False False 15,133
40 99.98 89.29 10.69 10.8% 0.96 1.0% 94% False False 10,026
60 99.98 88.72 11.26 11.3% 0.89 0.9% 95% False False 7,781
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 0.28
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 103.15
2.618 101.77
1.618 100.92
1.000 100.39
0.618 100.07
HIGH 99.54
0.618 99.22
0.500 99.12
0.382 99.01
LOW 98.69
0.618 98.16
1.000 97.84
1.618 97.31
2.618 96.46
4.250 95.08
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 99.29 99.01
PP 99.20 98.64
S1 99.12 98.27

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

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