NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 92.68 93.98 1.30 1.4% 94.08
High 94.15 95.87 1.72 1.8% 94.72
Low 92.64 93.95 1.31 1.4% 92.15
Close 93.96 95.09 1.13 1.2% 93.96
Range 1.51 1.92 0.41 27.2% 2.57
ATR 1.50 1.53 0.03 2.0% 0.00
Volume 70,220 71,448 1,228 1.7% 319,066
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.73 99.83 96.15
R3 98.81 97.91 95.62
R2 96.89 96.89 95.44
R1 95.99 95.99 95.27 96.44
PP 94.97 94.97 94.97 95.20
S1 94.07 94.07 94.91 94.52
S2 93.05 93.05 94.74
S3 91.13 92.15 94.56
S4 89.21 90.23 94.03
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.32 100.21 95.37
R3 98.75 97.64 94.67
R2 96.18 96.18 94.43
R1 95.07 95.07 94.20 94.34
PP 93.61 93.61 93.61 93.25
S1 92.50 92.50 93.72 91.77
S2 91.04 91.04 93.49
S3 88.47 89.93 93.25
S4 85.90 87.36 92.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.87 92.15 3.72 3.9% 1.65 1.7% 79% True False 67,542
10 95.87 92.15 3.72 3.9% 1.56 1.6% 79% True False 66,831
20 95.87 90.23 5.64 5.9% 1.46 1.5% 86% True False 61,125
40 99.52 90.23 9.29 9.8% 1.51 1.6% 52% False False 63,498
60 99.52 90.23 9.29 9.8% 1.44 1.5% 52% False False 58,393
80 99.52 88.00 11.52 12.1% 1.43 1.5% 62% False False 51,051
100 99.52 87.22 12.30 12.9% 1.50 1.6% 64% False False 45,589
120 99.52 87.22 12.30 12.9% 1.59 1.7% 64% False False 42,056
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 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.03
2.618 100.90
1.618 98.98
1.000 97.79
0.618 97.06
HIGH 95.87
0.618 95.14
0.500 94.91
0.382 94.68
LOW 93.95
0.618 92.76
1.000 92.03
1.618 90.84
2.618 88.92
4.250 85.79
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 95.03 94.73
PP 94.97 94.37
S1 94.91 94.01

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

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