NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 97.60 98.22 0.62 0.6% 97.32
High 98.63 98.61 -0.02 0.0% 99.59
Low 97.54 96.80 -0.74 -0.8% 96.97
Close 98.23 98.28 0.05 0.1% 99.26
Range 1.09 1.81 0.72 66.1% 2.62
ATR 1.21 1.26 0.04 3.5% 0.00
Volume 18,400 23,085 4,685 25.5% 115,533
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 103.33 102.61 99.28
R3 101.52 100.80 98.78
R2 99.71 99.71 98.61
R1 98.99 98.99 98.45 99.35
PP 97.90 97.90 97.90 98.08
S1 97.18 97.18 98.11 97.54
S2 96.09 96.09 97.95
S3 94.28 95.37 97.78
S4 92.47 93.56 97.28
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 106.47 105.48 100.70
R3 103.85 102.86 99.98
R2 101.23 101.23 99.74
R1 100.24 100.24 99.50 100.74
PP 98.61 98.61 98.61 98.85
S1 97.62 97.62 99.02 98.12
S2 95.99 95.99 98.78
S3 93.37 95.00 98.54
S4 90.75 92.38 97.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.59 96.80 2.79 2.8% 1.34 1.4% 53% False True 29,531
10 99.59 96.47 3.12 3.2% 1.23 1.2% 58% False False 27,218
20 99.59 94.14 5.45 5.5% 1.23 1.3% 76% False False 21,496
40 99.59 88.48 11.11 11.3% 1.11 1.1% 88% False False 14,975
60 99.59 88.29 11.30 11.5% 1.14 1.2% 88% False False 11,465
80 99.59 87.76 11.83 12.0% 1.19 1.2% 89% False False 9,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 106.30
2.618 103.35
1.618 101.54
1.000 100.42
0.618 99.73
HIGH 98.61
0.618 97.92
0.500 97.71
0.382 97.49
LOW 96.80
0.618 95.68
1.000 94.99
1.618 93.87
2.618 92.06
4.250 89.11
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 98.09 98.17
PP 97.90 98.05
S1 97.71 97.94

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

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