NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 95.75 94.32 -1.43 -1.5% 97.53
High 95.85 94.66 -1.19 -1.2% 98.45
Low 93.98 93.78 -0.20 -0.2% 93.78
Close 94.07 94.39 0.32 0.3% 94.39
Range 1.87 0.88 -0.99 -52.9% 4.67
ATR 1.32 1.29 -0.03 -2.4% 0.00
Volume 13,602 14,911 1,309 9.6% 54,703
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 96.92 96.53 94.87
R3 96.04 95.65 94.63
R2 95.16 95.16 94.55
R1 94.77 94.77 94.47 94.97
PP 94.28 94.28 94.28 94.37
S1 93.89 93.89 94.31 94.09
S2 93.40 93.40 94.23
S3 92.52 93.01 94.15
S4 91.64 92.13 93.91
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 109.55 106.64 96.96
R3 104.88 101.97 95.67
R2 100.21 100.21 95.25
R1 97.30 97.30 94.82 96.42
PP 95.54 95.54 95.54 95.10
S1 92.63 92.63 93.96 91.75
S2 90.87 90.87 93.53
S3 86.20 87.96 93.11
S4 81.53 83.29 91.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.21 93.78 5.43 5.8% 1.72 1.8% 11% False True 13,882
10 99.69 93.78 5.91 6.3% 1.37 1.4% 10% False True 18,677
20 99.69 93.78 5.91 6.3% 1.20 1.3% 10% False True 18,230
40 99.69 91.85 7.84 8.3% 1.07 1.1% 32% False False 13,836
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.40
2.618 96.96
1.618 96.08
1.000 95.54
0.618 95.20
HIGH 94.66
0.618 94.32
0.500 94.22
0.382 94.12
LOW 93.78
0.618 93.24
1.000 92.90
1.618 92.36
2.618 91.48
4.250 90.04
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 94.33 96.12
PP 94.28 95.54
S1 94.22 94.97

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

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