NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 92.30 92.51 0.21 0.2% 91.59
High 92.87 92.96 0.09 0.1% 92.87
Low 91.69 91.74 0.05 0.1% 90.23
Close 92.79 92.87 0.08 0.1% 92.79
Range 1.18 1.22 0.04 3.4% 2.64
ATR 1.50 1.48 -0.02 -1.3% 0.00
Volume 96,642 53,113 -43,529 -45.0% 306,931
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.18 95.75 93.54
R3 94.96 94.53 93.21
R2 93.74 93.74 93.09
R1 93.31 93.31 92.98 93.53
PP 92.52 92.52 92.52 92.63
S1 92.09 92.09 92.76 92.31
S2 91.30 91.30 92.65
S3 90.08 90.87 92.53
S4 88.86 89.65 92.20
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.88 98.98 94.24
R3 97.24 96.34 93.52
R2 94.60 94.60 93.27
R1 93.70 93.70 93.03 94.15
PP 91.96 91.96 91.96 92.19
S1 91.06 91.06 92.55 91.51
S2 89.32 89.32 92.31
S3 86.68 88.42 92.06
S4 84.04 85.78 91.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.96 90.46 2.50 2.7% 1.26 1.4% 96% True False 61,873
10 94.22 90.23 3.99 4.3% 1.36 1.5% 66% False False 55,418
20 99.52 90.23 9.29 10.0% 1.55 1.7% 28% False False 58,317
40 99.52 90.23 9.29 10.0% 1.45 1.6% 28% False False 62,882
60 99.52 88.30 11.22 12.1% 1.39 1.5% 41% False False 52,400
80 99.52 87.90 11.62 12.5% 1.44 1.5% 43% False False 45,854
100 99.52 87.22 12.30 13.2% 1.53 1.6% 46% False False 41,270
120 99.52 87.22 12.30 13.2% 1.62 1.7% 46% False False 38,340
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.15
2.618 96.15
1.618 94.93
1.000 94.18
0.618 93.71
HIGH 92.96
0.618 92.49
0.500 92.35
0.382 92.21
LOW 91.74
0.618 90.99
1.000 90.52
1.618 89.77
2.618 88.55
4.250 86.56
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 92.70 92.60
PP 92.52 92.32
S1 92.35 92.05

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

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