NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 01-Feb-2013

Day Change Summary
	Previous	Current
	31-Jan-2013	01-Feb-2013	Change	Change %	Previous Week
Open	99.10	98.79	-0.31	-0.3%	97.13
High	99.15	99.40	0.25	0.3%	99.40
Low	98.05	97.94	-0.11	-0.1%	96.71
Close	98.77	99.02	0.25	0.3%	99.02
Range	1.10	1.46	0.36	32.7%	2.69
ATR	1.31	1.32	0.01	0.8%	0.00
Volume	50,313	89,537	39,224	78.0%	296,280

Daily Pivots for day following 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.17	102.55	99.82
R3	101.71	101.09	99.42
R2	100.25	100.25	99.29
R1	99.63	99.63	99.15	99.94
PP	98.79	98.79	98.79	98.94
S1	98.17	98.17	98.89	98.48
S2	97.33	97.33	98.75
S3	95.87	96.71	98.62
S4	94.41	95.25	98.22

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.45	105.42	100.50
R3	103.76	102.73	99.76
R2	101.07	101.07	99.51
R1	100.04	100.04	99.27	100.56
PP	98.38	98.38	98.38	98.63
S1	97.35	97.35	98.77	97.87
S2	95.69	95.69	98.53
S3	93.00	94.66	98.28
S4	90.31	91.97	97.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.40	96.71	2.69	2.7%	1.22	1.2%	86%	True	False	59,256
10	99.40	96.18	3.22	3.3%	1.25	1.3%	88%	True	False	67,172
20	99.40	93.05	6.35	6.4%	1.26	1.3%	94%	True	False	56,354
40	99.40	88.00	11.40	11.5%	1.30	1.3%	97%	True	False	42,874
60	99.40	87.22	12.18	12.3%	1.49	1.5%	97%	True	False	37,010
80	99.40	87.22	12.18	12.3%	1.56	1.6%	97%	True	False	33,525
100	101.40	87.22	14.18	14.3%	1.66	1.7%	83%	False	False	31,718

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	105.61
2.618	103.22
1.618	101.76
1.000	100.86
0.618	100.30
HIGH	99.40
0.618	98.84
0.500	98.67
0.382	98.50
LOW	97.94
0.618	97.04
1.000	96.48
1.618	95.58
2.618	94.12
4.250	91.74

Fisher Pivots for day following 01-Feb-2013
Pivot	1 day	3 day
R1	98.90	98.90
PP	98.79	98.79
S1	98.67	98.67

Download as Excel Spreadsheet

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

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