NYMEX Light Sweet Crude Oil Future August 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	97.65	98.04	0.39	0.4%	97.23
High	98.71	98.58	-0.13	-0.1%	99.98
Low	97.65	96.89	-0.76	-0.8%	96.87
Close	98.32	98.40	0.08	0.1%	99.28
Range	1.06	1.69	0.63	59.4%	3.11
ATR	1.10	1.14	0.04	3.9%	0.00
Volume	10,196	16,003	5,807	57.0%	67,580

Daily Pivots for day following 06-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.03	102.40	99.33
R3	101.34	100.71	98.86
R2	99.65	99.65	98.71
R1	99.02	99.02	98.55	99.34
PP	97.96	97.96	97.96	98.11
S1	97.33	97.33	98.25	97.65
S2	96.27	96.27	98.09
S3	94.58	95.64	97.94
S4	92.89	93.95	97.47

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.04	106.77	100.99
R3	104.93	103.66	100.14
R2	101.82	101.82	99.85
R1	100.55	100.55	99.57	101.19
PP	98.71	98.71	98.71	99.03
S1	97.44	97.44	98.99	98.08
S2	95.60	95.60	98.71
S3	92.49	94.33	98.42
S4	89.38	91.22	97.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.98	96.89	3.09	3.1%	1.34	1.4%	49%	False	True	17,778
10	99.98	96.42	3.56	3.6%	1.14	1.2%	56%	False	False	16,201
20	99.98	94.27	5.71	5.8%	1.06	1.1%	72%	False	False	12,398
40	99.98	88.72	11.26	11.4%	0.90	0.9%	86%	False	False	8,537
60	99.98	88.66	11.32	11.5%	0.84	0.9%	86%	False	False	6,590

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.76
2.618	103.00
1.618	101.31
1.000	100.27
0.618	99.62
HIGH	98.58
0.618	97.93
0.500	97.74
0.382	97.54
LOW	96.89
0.618	95.85
1.000	95.20
1.618	94.16
2.618	92.47
4.250	89.71

Fisher Pivots for day following 06-Feb-2013
Pivot	1 day	3 day
R1	98.18	98.26
PP	97.96	98.12
S1	97.74	97.99

Download as Excel Spreadsheet

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

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