NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 93.85 92.51 -1.34 -1.4% 94.09
High 93.88 92.76 -1.12 -1.2% 95.30
Low 92.39 90.92 -1.47 -1.6% 90.92
Close 92.84 91.55 -1.29 -1.4% 91.55
Range 1.49 1.84 0.35 23.5% 4.38
ATR 1.55 1.58 0.03 1.7% 0.00
Volume 52,946 48,556 -4,390 -8.3% 243,813
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 97.26 96.25 92.56
R3 95.42 94.41 92.06
R2 93.58 93.58 91.89
R1 92.57 92.57 91.72 92.16
PP 91.74 91.74 91.74 91.54
S1 90.73 90.73 91.38 90.32
S2 89.90 89.90 91.21
S3 88.06 88.89 91.04
S4 86.22 87.05 90.54
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 105.73 103.02 93.96
R3 101.35 98.64 92.75
R2 96.97 96.97 92.35
R1 94.26 94.26 91.95 93.43
PP 92.59 92.59 92.59 92.17
S1 89.88 89.88 91.15 89.05
S2 88.21 88.21 90.75
S3 83.83 85.50 90.35
S4 79.45 81.12 89.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.30 90.92 4.38 4.8% 1.63 1.8% 14% False True 48,762
10 98.90 90.92 7.98 8.7% 1.79 2.0% 8% False True 53,517
20 99.52 90.92 8.60 9.4% 1.61 1.8% 7% False True 65,242
40 99.52 90.92 8.60 9.4% 1.42 1.5% 7% False True 59,708
60 99.52 88.00 11.52 12.6% 1.40 1.5% 31% False False 49,238
80 99.52 87.22 12.30 13.4% 1.52 1.7% 35% False False 43,320
100 99.52 87.22 12.30 13.4% 1.57 1.7% 35% False False 39,267
120 101.40 87.22 14.18 15.5% 1.65 1.8% 31% False False 36,744
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.58
2.618 97.58
1.618 95.74
1.000 94.60
0.618 93.90
HIGH 92.76
0.618 92.06
0.500 91.84
0.382 91.62
LOW 90.92
0.618 89.78
1.000 89.08
1.618 87.94
2.618 86.10
4.250 83.10
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 91.84 92.51
PP 91.74 92.19
S1 91.65 91.87

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

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