NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 93.07 93.84 0.77 0.8% 92.51
High 93.80 94.42 0.62 0.7% 94.42
Low 92.63 93.59 0.96 1.0% 91.74
Close 93.62 94.09 0.47 0.5% 94.09
Range 1.17 0.83 -0.34 -29.1% 2.68
ATR 1.48 1.43 -0.05 -3.1% 0.00
Volume 104,889 46,705 -58,184 -55.5% 330,916
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.52 96.14 94.55
R3 95.69 95.31 94.32
R2 94.86 94.86 94.24
R1 94.48 94.48 94.17 94.67
PP 94.03 94.03 94.03 94.13
S1 93.65 93.65 94.01 93.84
S2 93.20 93.20 93.94
S3 92.37 92.82 93.86
S4 91.54 91.99 93.63
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.46 100.45 95.56
R3 98.78 97.77 94.83
R2 96.10 96.10 94.58
R1 95.09 95.09 94.34 95.60
PP 93.42 93.42 93.42 93.67
S1 92.41 92.41 93.84 92.92
S2 90.74 90.74 93.60
S3 88.06 89.73 93.35
S4 85.38 87.05 92.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.42 91.74 2.68 2.8% 1.30 1.4% 88% True False 66,183
10 94.42 90.23 4.19 4.5% 1.31 1.4% 92% True False 63,784
20 98.90 90.23 8.67 9.2% 1.55 1.6% 45% False False 58,651
40 99.52 90.23 9.29 9.9% 1.46 1.6% 42% False False 64,679
60 99.52 89.60 9.92 10.5% 1.40 1.5% 45% False False 54,360
80 99.52 88.00 11.52 12.2% 1.42 1.5% 53% False False 48,016
100 99.52 87.22 12.30 13.1% 1.52 1.6% 56% False False 43,071
120 99.52 87.22 12.30 13.1% 1.59 1.7% 56% False False 39,829
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.36
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 97.95
2.618 96.59
1.618 95.76
1.000 95.25
0.618 94.93
HIGH 94.42
0.618 94.10
0.500 94.01
0.382 93.91
LOW 93.59
0.618 93.08
1.000 92.76
1.618 92.25
2.618 91.42
4.250 90.06
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 94.06 93.89
PP 94.03 93.68
S1 94.01 93.48

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

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