NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 97.41 98.21 0.80 0.8% 97.69
High 98.27 98.57 0.30 0.3% 99.77
Low 96.97 95.44 -1.53 -1.6% 96.85
Close 98.22 96.32 -1.90 -1.9% 97.65
Range 1.30 3.13 1.83 140.8% 2.92
ATR 1.30 1.43 0.13 10.0% 0.00
Volume 17,007 19,023 2,016 11.9% 142,139
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 106.17 104.37 98.04
R3 103.04 101.24 97.18
R2 99.91 99.91 96.89
R1 98.11 98.11 96.61 97.45
PP 96.78 96.78 96.78 96.44
S1 94.98 94.98 96.03 94.32
S2 93.65 93.65 95.75
S3 90.52 91.85 95.46
S4 87.39 88.72 94.60
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 106.85 105.17 99.26
R3 103.93 102.25 98.45
R2 101.01 101.01 98.19
R1 99.33 99.33 97.92 98.71
PP 98.09 98.09 98.09 97.78
S1 96.41 96.41 97.38 95.79
S2 95.17 95.17 97.11
S3 92.25 93.49 96.85
S4 89.33 90.57 96.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.77 95.44 4.33 4.5% 1.71 1.8% 20% False True 23,518
10 99.77 95.44 4.33 4.5% 1.58 1.6% 20% False True 27,166
20 99.77 95.44 4.33 4.5% 1.38 1.4% 20% False True 27,092
40 99.77 90.49 9.28 9.6% 1.26 1.3% 63% False False 19,517
60 99.77 88.48 11.29 11.7% 1.18 1.2% 69% False False 14,838
80 99.77 87.76 12.01 12.5% 1.22 1.3% 71% False False 12,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 111.87
2.618 106.76
1.618 103.63
1.000 101.70
0.618 100.50
HIGH 98.57
0.618 97.37
0.500 97.01
0.382 96.64
LOW 95.44
0.618 93.51
1.000 92.31
1.618 90.38
2.618 87.25
4.250 82.14
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 97.01 97.31
PP 96.78 96.98
S1 96.55 96.65

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

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