NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 94.08 94.47 0.39 0.4% 92.51
High 94.57 94.72 0.15 0.2% 94.42
Low 92.45 92.65 0.20 0.2% 91.74
Close 94.36 92.80 -1.56 -1.7% 94.09
Range 2.12 2.07 -0.05 -2.4% 2.68
ATR 1.48 1.52 0.04 2.9% 0.00
Volume 52,801 53,152 351 0.7% 330,916
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.60 98.27 93.94
R3 97.53 96.20 93.37
R2 95.46 95.46 93.18
R1 94.13 94.13 92.99 93.76
PP 93.39 93.39 93.39 93.21
S1 92.06 92.06 92.61 91.69
S2 91.32 91.32 92.42
S3 89.25 89.99 92.23
S4 87.18 87.92 91.66
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 94.72 92.45 2.27 2.4% 1.54 1.7% 15% True False 68,730
10 94.72 90.46 4.26 4.6% 1.48 1.6% 55% True False 65,109
20 98.30 90.23 8.07 8.7% 1.58 1.7% 32% False False 58,498
40 99.52 90.23 9.29 10.0% 1.49 1.6% 28% False False 63,526
60 99.52 90.06 9.46 10.2% 1.43 1.5% 29% False False 55,245
80 99.52 88.00 11.52 12.4% 1.41 1.5% 42% False False 48,431
100 99.52 87.22 12.30 13.3% 1.51 1.6% 45% False False 43,743
120 99.52 87.22 12.30 13.3% 1.60 1.7% 45% False False 40,327
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.52
2.618 100.14
1.618 98.07
1.000 96.79
0.618 96.00
HIGH 94.72
0.618 93.93
0.500 93.69
0.382 93.44
LOW 92.65
0.618 91.37
1.000 90.58
1.618 89.30
2.618 87.23
4.250 83.85
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 93.69 93.59
PP 93.39 93.32
S1 93.10 93.06

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

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