NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 91.98 91.60 -0.38 -0.4% 94.38
High 92.25 92.74 0.49 0.5% 95.50
Low 90.78 91.41 0.63 0.7% 91.24
Close 91.57 92.62 1.05 1.1% 91.86
Range 1.47 1.33 -0.14 -9.5% 4.26
ATR 1.44 1.43 -0.01 -0.6% 0.00
Volume 31,659 23,030 -8,629 -27.3% 91,793
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.25 95.76 93.35
R3 94.92 94.43 92.99
R2 93.59 93.59 92.86
R1 93.10 93.10 92.74 93.35
PP 92.26 92.26 92.26 92.38
S1 91.77 91.77 92.50 92.02
S2 90.93 90.93 92.38
S3 89.60 90.44 92.25
S4 88.27 89.11 91.89
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 2.5% 1.43 1.5% 88% False False 22,162
10 95.50 90.56 4.94 5.3% 1.26 1.4% 42% False False 20,088
20 99.77 90.56 9.21 9.9% 1.43 1.5% 22% False False 23,464
40 99.77 90.56 9.21 9.9% 1.33 1.4% 22% False False 22,480
60 99.77 88.48 11.29 12.2% 1.22 1.3% 37% False False 17,805
80 99.77 88.29 11.48 12.4% 1.21 1.3% 38% False False 14,464
100 99.77 87.76 12.01 13.0% 1.24 1.3% 40% False False 12,320
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.39
2.618 96.22
1.618 94.89
1.000 94.07
0.618 93.56
HIGH 92.74
0.618 92.23
0.500 92.08
0.382 91.92
LOW 91.41
0.618 90.59
1.000 90.08
1.618 89.26
2.618 87.93
4.250 85.76
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 92.44 92.33
PP 92.26 92.05
S1 92.08 91.76

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

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