NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 93.26 93.75 0.49 0.5% 97.36
High 94.37 94.05 -0.32 -0.3% 98.31
Low 93.24 93.30 0.06 0.1% 93.69
Close 93.69 93.65 -0.04 0.0% 94.25
Range 1.13 0.75 -0.38 -33.6% 4.62
ATR 1.18 1.15 -0.03 -2.6% 0.00
Volume 3,862 6,349 2,487 64.4% 25,354
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 95.92 95.53 94.06
R3 95.17 94.78 93.86
R2 94.42 94.42 93.79
R1 94.03 94.03 93.72 93.85
PP 93.67 93.67 93.67 93.58
S1 93.28 93.28 93.58 93.10
S2 92.92 92.92 93.51
S3 92.17 92.53 93.44
S4 91.42 91.78 93.24
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 109.28 106.38 96.79
R3 104.66 101.76 95.52
R2 100.04 100.04 95.10
R1 97.14 97.14 94.67 96.28
PP 95.42 95.42 95.42 94.99
S1 92.52 92.52 93.83 91.66
S2 90.80 90.80 93.40
S3 86.18 87.90 92.98
S4 81.56 83.28 91.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.62 93.24 2.38 2.5% 1.18 1.3% 17% False False 5,236
10 99.41 93.24 6.17 6.6% 1.24 1.3% 7% False False 6,170
20 99.41 93.24 6.17 6.6% 1.01 1.1% 7% False False 8,004
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 97.24
2.618 96.01
1.618 95.26
1.000 94.80
0.618 94.51
HIGH 94.05
0.618 93.76
0.500 93.68
0.382 93.59
LOW 93.30
0.618 92.84
1.000 92.55
1.618 92.09
2.618 91.34
4.250 90.11
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 93.68 94.30
PP 93.67 94.08
S1 93.66 93.87

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

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