NYMEX Light Sweet Crude Oil Future June 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 97.46 98.39 0.93 1.0% 98.95
High 98.58 99.19 0.61 0.6% 98.98
Low 96.52 98.18 1.66 1.7% 96.42
Close 98.55 99.01 0.46 0.5% 97.32
Range 2.06 1.01 -1.05 -51.0% 2.56
ATR 1.42 1.39 -0.03 -2.1% 0.00
Volume 68,012 73,598 5,586 8.2% 409,010
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 101.82 101.43 99.57
R3 100.81 100.42 99.29
R2 99.80 99.80 99.20
R1 99.41 99.41 99.10 99.61
PP 98.79 98.79 98.79 98.89
S1 98.40 98.40 98.92 98.60
S2 97.78 97.78 98.82
S3 96.77 97.39 98.73
S4 95.76 96.38 98.45
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.25 103.85 98.73
R3 102.69 101.29 98.02
R2 100.13 100.13 97.79
R1 98.73 98.73 97.55 98.15
PP 97.57 97.57 97.57 97.29
S1 96.17 96.17 97.09 95.59
S2 95.01 95.01 96.85
S3 92.45 93.61 96.62
S4 89.89 91.05 95.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.19 96.42 2.77 2.8% 1.53 1.5% 94% True False 79,104
10 99.40 96.42 2.98 3.0% 1.39 1.4% 87% False False 76,364
20 99.40 94.48 4.92 5.0% 1.38 1.4% 92% False False 68,826
40 99.40 88.78 10.62 10.7% 1.31 1.3% 96% False False 51,265
60 99.40 87.90 11.50 11.6% 1.40 1.4% 97% False False 43,264
80 99.40 87.22 12.18 12.3% 1.54 1.6% 97% False False 38,177
100 99.40 87.22 12.18 12.3% 1.60 1.6% 97% False False 35,335
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 0.35
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 103.48
2.618 101.83
1.618 100.82
1.000 100.20
0.618 99.81
HIGH 99.19
0.618 98.80
0.500 98.69
0.382 98.57
LOW 98.18
0.618 97.56
1.000 97.17
1.618 96.55
2.618 95.54
4.250 93.89
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 98.90 98.63
PP 98.79 98.24
S1 98.69 97.86

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

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