NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 91.61 91.32 -0.29 -0.3% 94.09
High 92.01 92.53 0.52 0.6% 95.30
Low 90.46 91.14 0.68 0.8% 90.92
Close 91.30 92.40 1.10 1.2% 91.55
Range 1.55 1.39 -0.16 -10.3% 4.38
ATR 1.53 1.52 -0.01 -0.7% 0.00
Volume 54,714 62,872 8,158 14.9% 243,813
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.19 95.69 93.16
R3 94.80 94.30 92.78
R2 93.41 93.41 92.65
R1 92.91 92.91 92.53 93.16
PP 92.02 92.02 92.02 92.15
S1 91.52 91.52 92.27 91.77
S2 90.63 90.63 92.15
S3 89.24 90.13 92.02
S4 87.85 88.74 91.64
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 92.76 90.23 2.53 2.7% 1.45 1.6% 86% False False 51,769
10 95.30 90.23 5.07 5.5% 1.45 1.6% 43% False False 51,409
20 99.52 90.23 9.29 10.1% 1.56 1.7% 23% False False 60,475
40 99.52 90.23 9.29 10.1% 1.45 1.6% 23% False False 61,026
60 99.52 88.00 11.52 12.5% 1.38 1.5% 38% False False 50,708
80 99.52 87.38 12.14 13.1% 1.45 1.6% 41% False False 44,541
100 99.52 87.22 12.30 13.3% 1.54 1.7% 42% False False 40,205
120 101.40 87.22 14.18 15.3% 1.65 1.8% 37% False False 37,788
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.44
2.618 96.17
1.618 94.78
1.000 93.92
0.618 93.39
HIGH 92.53
0.618 92.00
0.500 91.84
0.382 91.67
LOW 91.14
0.618 90.28
1.000 89.75
1.618 88.89
2.618 87.50
4.250 85.23
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 92.21 92.10
PP 92.02 91.80
S1 91.84 91.50

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

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