NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 11-Feb-2013

Day Change Summary
	Previous	Current
	08-Feb-2013	11-Feb-2013	Change	Change %	Previous Week
Open	98.11	97.53	-0.58	-0.6%	98.71
High	98.50	98.91	0.41	0.4%	98.82
Low	97.61	97.29	-0.32	-0.3%	96.92
Close	97.89	98.91	1.02	1.0%	97.89
Range	0.89	1.62	0.73	82.0%	1.90
ATR	1.06	1.10	0.04	3.8%	0.00
Volume	25,125	32,413	7,288	29.0%	114,959

Daily Pivots for day following 11-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.23	102.69	99.80
R3	101.61	101.07	99.36
R2	99.99	99.99	99.21
R1	99.45	99.45	99.06	99.72
PP	98.37	98.37	98.37	98.51
S1	97.83	97.83	98.76	98.10
S2	96.75	96.75	98.61
S3	95.13	96.21	98.46
S4	93.51	94.59	98.02

Weekly Pivots for week ending 08-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.58	102.63	98.94
R3	101.68	100.73	98.41
R2	99.78	99.78	98.24
R1	98.83	98.83	98.06	98.36
PP	97.88	97.88	97.88	97.64
S1	96.93	96.93	97.72	96.46
S2	95.98	95.98	97.54
S3	94.08	95.03	97.37
S4	92.18	93.13	96.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.91	96.92	1.99	2.0%	1.30	1.3%	100%	True	False	23,735
10	99.22	96.92	2.30	2.3%	1.12	1.1%	87%	False	False	21,061
20	99.22	94.48	4.74	4.8%	1.03	1.0%	93%	False	False	16,986
40	99.22	88.74	10.48	10.6%	0.98	1.0%	97%	False	False	11,551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.80
2.618	103.15
1.618	101.53
1.000	100.53
0.618	99.91
HIGH	98.91
0.618	98.29
0.500	98.10
0.382	97.91
LOW	97.29
0.618	96.29
1.000	95.67
1.618	94.67
2.618	93.05
4.250	90.41

Fisher Pivots for day following 11-Feb-2013
Pivot	1 day	3 day
R1	98.64	98.64
PP	98.37	98.37
S1	98.10	98.10

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