NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 04-Feb-2013

Day Change Summary
	Previous	Current
	01-Feb-2013	04-Feb-2013	Change	Change %	Previous Week
Open	98.45	97.82	-0.63	-0.6%	96.63
High	99.00	97.82	-1.18	-1.2%	99.00
Low	98.45	97.18	-1.27	-1.3%	96.48
Close	98.79	97.49	-1.30	-1.3%	98.79
Range	0.55	0.64	0.09	16.4%	2.52
ATR	0.85	0.91	0.05	6.3%	0.00
Volume	7,482	11,027	3,545	47.4%	25,889

Daily Pivots for day following 04-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.42	99.09	97.84
R3	98.78	98.45	97.67
R2	98.14	98.14	97.61
R1	97.81	97.81	97.55	97.66
PP	97.50	97.50	97.50	97.42
S1	97.17	97.17	97.43	97.02
S2	96.86	96.86	97.37
S3	96.22	96.53	97.31
S4	95.58	95.89	97.14

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.65	104.74	100.18
R3	103.13	102.22	99.48
R2	100.61	100.61	99.25
R1	99.70	99.70	99.02	100.16
PP	98.09	98.09	98.09	98.32
S1	97.18	97.18	98.56	97.64
S2	95.57	95.57	98.33
S3	93.05	94.66	98.10
S4	90.53	92.14	97.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.00	97.18	1.82	1.9%	0.53	0.5%	17%	False	True	6,759
10	99.00	96.08	2.92	3.0%	0.68	0.7%	48%	False	False	6,412

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.54
2.618	99.50
1.618	98.86
1.000	98.46
0.618	98.22
HIGH	97.82
0.618	97.58
0.500	97.50
0.382	97.42
LOW	97.18
0.618	96.78
1.000	96.54
1.618	96.14
2.618	95.50
4.250	94.46

Fisher Pivots for day following 04-Feb-2013
Pivot	1 day	3 day
R1	97.50	98.09
PP	97.50	97.89
S1	97.49	97.69

Download as Excel Spreadsheet

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

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