NYMEX Light Sweet Crude Oil Future August 2013

Trading Metrics calculated at close of trading on 15-Feb-2013

Day Change Summary
	Previous	Current
	14-Feb-2013	15-Feb-2013	Change	Change %	Previous Week
Open	99.07	98.75	-0.32	-0.3%	97.69
High	99.49	99.02	-0.47	-0.5%	99.83
Low	98.76	97.35	-1.41	-1.4%	97.00
Close	99.21	97.78	-1.43	-1.4%	97.78
Range	0.73	1.67	0.94	128.8%	2.83
ATR	1.14	1.19	0.05	4.5%	0.00
Volume	15,926	16,328	402	2.5%	84,844

Daily Pivots for day following 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.06	102.09	98.70
R3	101.39	100.42	98.24
R2	99.72	99.72	98.09
R1	98.75	98.75	97.93	98.40
PP	98.05	98.05	98.05	97.88
S1	97.08	97.08	97.63	96.73
S2	96.38	96.38	97.47
S3	94.71	95.41	97.32
S4	93.04	93.74	96.86

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.69	105.07	99.34
R3	103.86	102.24	98.56
R2	101.03	101.03	98.30
R1	99.41	99.41	98.04	100.22
PP	98.20	98.20	98.20	98.61
S1	96.58	96.58	97.52	97.39
S2	95.37	95.37	97.26
S3	92.54	93.75	97.00
S4	89.71	90.92	96.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.83	97.00	2.83	2.9%	1.26	1.3%	28%	False	False	16,968
10	99.83	96.89	2.94	3.0%	1.29	1.3%	30%	False	False	18,518
20	99.98	96.12	3.86	3.9%	1.16	1.2%	43%	False	False	16,183
40	99.98	90.88	9.10	9.3%	1.01	1.0%	76%	False	False	10,909
60	99.98	88.72	11.26	11.5%	0.92	0.9%	80%	False	False	8,396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.29
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.12
2.618	103.39
1.618	101.72
1.000	100.69
0.618	100.05
HIGH	99.02
0.618	98.38
0.500	98.19
0.382	97.99
LOW	97.35
0.618	96.32
1.000	95.68
1.618	94.65
2.618	92.98
4.250	90.25

Fisher Pivots for day following 15-Feb-2013
Pivot	1 day	3 day
R1	98.19	98.59
PP	98.05	98.32
S1	97.92	98.05

Download as Excel Spreadsheet

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

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