NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 96.44 96.89 0.45 0.5% 94.08
High 97.08 97.60 0.52 0.5% 94.72
Low 95.85 96.53 0.68 0.7% 92.15
Close 96.84 97.49 0.65 0.7% 93.96
Range 1.23 1.07 -0.16 -13.0% 2.57
ATR 1.53 1.49 -0.03 -2.1% 0.00
Volume 66,535 72,738 6,203 9.3% 319,066
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.42 100.02 98.08
R3 99.35 98.95 97.78
R2 98.28 98.28 97.69
R1 97.88 97.88 97.59 98.08
PP 97.21 97.21 97.21 97.31
S1 96.81 96.81 97.39 97.01
S2 96.14 96.14 97.29
S3 95.07 95.74 97.20
S4 94.00 94.67 96.90
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 97.60 92.64 4.96 5.1% 1.49 1.5% 98% True False 76,035
10 97.60 92.15 5.45 5.6% 1.52 1.6% 98% True False 67,572
20 97.60 90.23 7.37 7.6% 1.47 1.5% 99% True False 65,771
40 99.52 90.23 9.29 9.5% 1.52 1.6% 78% False False 65,550
60 99.52 90.23 9.29 9.5% 1.44 1.5% 78% False False 61,207
80 99.52 88.00 11.52 11.8% 1.41 1.4% 82% False False 53,138
100 99.52 87.22 12.30 12.6% 1.51 1.5% 83% False False 47,540
120 99.52 87.22 12.30 12.6% 1.55 1.6% 83% False False 43,503
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 0.22
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.15
2.618 100.40
1.618 99.33
1.000 98.67
0.618 98.26
HIGH 97.60
0.618 97.19
0.500 97.07
0.382 96.94
LOW 96.53
0.618 95.87
1.000 95.46
1.618 94.80
2.618 93.73
4.250 91.98
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 97.35 97.09
PP 97.21 96.69
S1 97.07 96.29

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

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