NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 28-Feb-2013

Day Change Summary
	Previous	Current
	27-Feb-2013	28-Feb-2013	Change	Change %	Previous Week
Open	93.96	94.05	0.09	0.1%	97.53
High	94.28	94.05	-0.23	-0.2%	98.45
Low	93.53	92.93	-0.60	-0.6%	93.78
Close	93.82	93.20	-0.62	-0.7%	94.39
Range	0.75	1.12	0.37	49.3%	4.67
ATR	1.25	1.24	-0.01	-0.7%	0.00
Volume	10,181	12,306	2,125	20.9%	54,703

Daily Pivots for day following 28-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.75	96.10	93.82
R3	95.63	94.98	93.51
R2	94.51	94.51	93.41
R1	93.86	93.86	93.30	93.63
PP	93.39	93.39	93.39	93.28
S1	92.74	92.74	93.10	92.51
S2	92.27	92.27	92.99
S3	91.15	91.62	92.89
S4	90.03	90.50	92.58

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	95.62	92.93	2.69	2.9%	1.06	1.1%	10%	False	True	11,864
10	99.40	92.93	6.47	6.9%	1.37	1.5%	4%	False	True	12,981
20	99.69	92.93	6.76	7.3%	1.25	1.3%	4%	False	True	17,733
40	99.69	92.93	6.76	7.3%	1.07	1.1%	4%	False	True	14,590

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	0.24
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.81
2.618	96.98
1.618	95.86
1.000	95.17
0.618	94.74
HIGH	94.05
0.618	93.62
0.500	93.49
0.382	93.36
LOW	92.93
0.618	92.24
1.000	91.81
1.618	91.12
2.618	90.00
4.250	88.17

Fisher Pivots for day following 28-Feb-2013
Pivot	1 day	3 day
R1	93.49	93.62
PP	93.39	93.48
S1	93.30	93.34

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