NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 91.46 91.98 0.52 0.6% 94.38
High 92.47 92.25 -0.22 -0.2% 95.50
Low 91.24 90.78 -0.46 -0.5% 91.24
Close 92.00 91.57 -0.43 -0.5% 91.86
Range 1.23 1.47 0.24 19.5% 4.26
ATR 1.44 1.44 0.00 0.1% 0.00
Volume 14,475 31,659 17,184 118.7% 91,793
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.94 95.23 92.38
R3 94.47 93.76 91.97
R2 93.00 93.00 91.84
R1 92.29 92.29 91.70 91.91
PP 91.53 91.53 91.53 91.35
S1 90.82 90.82 91.44 90.44
S2 90.06 90.06 91.30
S3 88.59 89.35 91.17
S4 87.12 87.88 90.76
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 105.65 103.01 94.20
R3 101.39 98.75 93.03
R2 97.13 97.13 92.64
R1 94.49 94.49 92.25 93.68
PP 92.87 92.87 92.87 92.46
S1 90.23 90.23 91.47 89.42
S2 88.61 88.61 91.08
S3 84.35 85.97 90.69
S4 80.09 81.71 89.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.91 90.56 2.35 2.6% 1.17 1.3% 43% False False 22,003
10 95.92 90.56 5.36 5.9% 1.33 1.5% 19% False False 19,767
20 99.77 90.56 9.21 10.1% 1.45 1.6% 11% False False 23,466
40 99.77 90.56 9.21 10.1% 1.33 1.4% 11% False False 22,209
60 99.77 88.48 11.29 12.3% 1.21 1.3% 27% False False 17,529
80 99.77 87.97 11.80 12.9% 1.20 1.3% 31% False False 14,246
100 99.77 87.76 12.01 13.1% 1.23 1.3% 32% False False 12,151
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.50
2.618 96.10
1.618 94.63
1.000 93.72
0.618 93.16
HIGH 92.25
0.618 91.69
0.500 91.52
0.382 91.34
LOW 90.78
0.618 89.87
1.000 89.31
1.618 88.40
2.618 86.93
4.250 84.53
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 91.55 91.55
PP 91.53 91.53
S1 91.52 91.52

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

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