NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 98.17 95.75 -2.42 -2.5% 97.53
High 98.45 95.85 -2.60 -2.6% 99.69
Low 95.60 93.98 -1.62 -1.7% 97.29
Close 96.38 94.07 -2.31 -2.4% 97.75
Range 2.85 1.87 -0.98 -34.4% 2.40
ATR 1.23 1.32 0.08 6.7% 0.00
Volume 11,360 13,602 2,242 19.7% 106,949
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 100.24 99.03 95.10
R3 98.37 97.16 94.58
R2 96.50 96.50 94.41
R1 95.29 95.29 94.24 94.96
PP 94.63 94.63 94.63 94.47
S1 93.42 93.42 93.90 93.09
S2 92.76 92.76 93.73
S3 90.89 91.55 93.56
S4 89.02 89.68 93.04
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.44 104.00 99.07
R3 103.04 101.60 98.41
R2 100.64 100.64 98.19
R1 99.20 99.20 97.97 99.92
PP 98.24 98.24 98.24 98.61
S1 96.80 96.80 97.53 97.52
S2 95.84 95.84 97.31
S3 93.44 94.40 97.09
S4 91.04 92.00 96.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.40 93.98 5.42 5.8% 1.67 1.8% 2% False True 14,098
10 99.69 93.98 5.71 6.1% 1.40 1.5% 2% False True 20,076
20 99.69 93.98 5.71 6.1% 1.23 1.3% 2% False True 18,654
40 99.69 90.77 8.92 9.5% 1.06 1.1% 37% False False 13,550
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.80
2.618 100.75
1.618 98.88
1.000 97.72
0.618 97.01
HIGH 95.85
0.618 95.14
0.500 94.92
0.382 94.69
LOW 93.98
0.618 92.82
1.000 92.11
1.618 90.95
2.618 89.08
4.250 86.03
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 94.92 96.22
PP 94.63 95.50
S1 94.35 94.79

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

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