NYMEX Light Sweet Crude Oil Future September 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 93.96 94.05 0.09 0.1% 97.53
High 94.28 94.05 -0.23 -0.2% 98.45
Low 93.53 92.93 -0.60 -0.6% 93.78
Close 93.82 93.20 -0.62 -0.7% 94.39
Range 0.75 1.12 0.37 49.3% 4.67
ATR 1.25 1.24 -0.01 -0.7% 0.00
Volume 10,181 12,306 2,125 20.9% 54,703
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 96.75 96.10 93.82
R3 95.63 94.98 93.51
R2 94.51 94.51 93.41
R1 93.86 93.86 93.30 93.63
PP 93.39 93.39 93.39 93.28
S1 92.74 92.74 93.10 92.51
S2 92.27 92.27 92.99
S3 91.15 91.62 92.89
S4 90.03 90.50 92.58
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 109.55 106.64 96.96
R3 104.88 101.97 95.67
R2 100.21 100.21 95.25
R1 97.30 97.30 94.82 96.42
PP 95.54 95.54 95.54 95.10
S1 92.63 92.63 93.96 91.75
S2 90.87 90.87 93.53
S3 86.20 87.96 93.11
S4 81.53 83.29 91.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.62 92.93 2.69 2.9% 1.06 1.1% 10% False True 11,864
10 99.40 92.93 6.47 6.9% 1.37 1.5% 4% False True 12,981
20 99.69 92.93 6.76 7.3% 1.25 1.3% 4% False True 17,733
40 99.69 92.93 6.76 7.3% 1.07 1.1% 4% False True 14,590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.81
2.618 96.98
1.618 95.86
1.000 95.17
0.618 94.74
HIGH 94.05
0.618 93.62
0.500 93.49
0.382 93.36
LOW 92.93
0.618 92.24
1.000 91.81
1.618 91.12
2.618 90.00
4.250 88.17
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 93.49 93.62
PP 93.39 93.48
S1 93.30 93.34

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

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