NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 95.63 93.83 -1.80 -1.9% 97.31
High 95.63 94.26 -1.37 -1.4% 98.30
Low 93.53 93.28 -0.25 -0.3% 93.28
Close 93.65 93.96 0.31 0.3% 93.96
Range 2.10 0.98 -1.12 -53.3% 5.02
ATR 1.60 1.56 -0.04 -2.8% 0.00
Volume 73,191 59,990 -13,201 -18.0% 243,682
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 96.77 96.35 94.50
R3 95.79 95.37 94.23
R2 94.81 94.81 94.14
R1 94.39 94.39 94.05 94.60
PP 93.83 93.83 93.83 93.94
S1 93.41 93.41 93.87 93.62
S2 92.85 92.85 93.78
S3 91.87 92.43 93.69
S4 90.89 91.45 93.42
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 110.24 107.12 96.72
R3 105.22 102.10 95.34
R2 100.20 100.20 94.88
R1 97.08 97.08 94.42 96.13
PP 95.18 95.18 95.18 94.71
S1 92.06 92.06 93.50 91.11
S2 90.16 90.16 93.04
S3 85.14 87.04 92.58
S4 80.12 82.02 91.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.90 93.28 5.62 6.0% 1.95 2.1% 12% False True 58,273
10 99.52 93.28 6.24 6.6% 1.62 1.7% 11% False True 65,640
20 99.52 93.28 6.24 6.6% 1.49 1.6% 11% False True 67,692
40 99.52 90.97 8.55 9.1% 1.42 1.5% 35% False False 55,908
60 99.52 88.00 11.52 12.3% 1.40 1.5% 52% False False 47,168
80 99.52 87.22 12.30 13.1% 1.50 1.6% 55% False False 41,385
100 99.52 87.22 12.30 13.1% 1.61 1.7% 55% False False 37,862
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.43
2.618 96.83
1.618 95.85
1.000 95.24
0.618 94.87
HIGH 94.26
0.618 93.89
0.500 93.77
0.382 93.65
LOW 93.28
0.618 92.67
1.000 92.30
1.618 91.69
2.618 90.71
4.250 89.12
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 93.90 95.79
PP 93.83 95.18
S1 93.77 94.57

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

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