NYMEX Light Sweet Crude Oil Future July 2013

Trading Metrics calculated at close of trading on 26-Feb-2013

Day Change Summary
	Previous	Current
	25-Feb-2013	26-Feb-2013	Change	Change %	Previous Week
Open	94.38	93.30	-1.08	-1.1%	97.41
High	95.50	94.50	-1.00	-1.0%	98.57
Low	93.22	93.28	0.06	0.1%	93.63
Close	94.24	93.72	-0.52	-0.6%	94.27
Range	2.28	1.22	-1.06	-46.5%	4.94
ATR	1.52	1.50	-0.02	-1.4%	0.00
Volume	12,350	26,328	13,978	113.2%	73,896

Daily Pivots for day following 26-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.49	96.83	94.39
R3	96.27	95.61	94.06
R2	95.05	95.05	93.94
R1	94.39	94.39	93.83	94.72
PP	93.83	93.83	93.83	94.00
S1	93.17	93.17	93.61	93.50
S2	92.61	92.61	93.50
S3	91.39	91.95	93.38
S4	90.17	90.73	93.05

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.31	107.23	96.99
R3	105.37	102.29	95.63
R2	100.43	100.43	95.18
R1	97.35	97.35	94.72	96.42
PP	95.49	95.49	95.49	95.03
S1	92.41	92.41	93.82	91.48
S2	90.55	90.55	93.36
S3	85.61	87.47	92.91
S4	80.67	82.53	91.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.57	93.22	5.35	5.7%	1.91	2.0%	9%	False	False	19,113
10	99.77	93.22	6.55	7.0%	1.60	1.7%	8%	False	False	22,747
20	99.77	93.22	6.55	7.0%	1.46	1.6%	8%	False	False	25,971
40	99.77	92.00	7.77	8.3%	1.33	1.4%	22%	False	False	20,839
60	99.77	88.48	11.29	12.0%	1.22	1.3%	46%	False	False	15,933
80	99.77	87.76	12.01	12.8%	1.27	1.4%	50%	False	False	12,948

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.69
2.618	97.69
1.618	96.47
1.000	95.72
0.618	95.25
HIGH	94.50
0.618	94.03
0.500	93.89
0.382	93.75
LOW	93.28
0.618	92.53
1.000	92.06
1.618	91.31
2.618	90.09
4.250	88.10

Fisher Pivots for day following 26-Feb-2013
Pivot	1 day	3 day
R1	93.89	94.36
PP	93.83	94.15
S1	93.78	93.93

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols