NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 92.71 92.79 0.08 0.1% 91.86
High 93.16 94.40 1.24 1.3% 93.07
Low 91.99 92.65 0.66 0.7% 90.56
Close 93.08 93.37 0.29 0.3% 93.01
Range 1.17 1.75 0.58 49.6% 2.51
ATR 1.40 1.42 0.03 1.8% 0.00
Volume 20,015 19,854 -161 -0.8% 131,823
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.72 97.80 94.33
R3 96.97 96.05 93.85
R2 95.22 95.22 93.69
R1 94.30 94.30 93.53 94.76
PP 93.47 93.47 93.47 93.71
S1 92.55 92.55 93.21 93.01
S2 91.72 91.72 93.05
S3 89.97 90.80 92.89
S4 88.22 89.05 92.41
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.74 98.89 94.39
R3 97.23 96.38 93.70
R2 94.72 94.72 93.47
R1 93.87 93.87 93.24 94.30
PP 92.21 92.21 92.21 92.43
S1 91.36 91.36 92.78 91.79
S2 89.70 89.70 92.55
S3 87.19 88.85 92.32
S4 84.68 86.34 91.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.40 90.78 3.62 3.9% 1.38 1.5% 72% True False 27,067
10 94.40 90.56 3.84 4.1% 1.23 1.3% 73% True False 22,480
20 99.77 90.56 9.21 9.9% 1.41 1.5% 31% False False 22,614
40 99.77 90.56 9.21 9.9% 1.35 1.4% 31% False False 23,510
60 99.77 88.55 11.22 12.0% 1.25 1.3% 43% False False 18,809
80 99.77 88.32 11.45 12.3% 1.22 1.3% 44% False False 15,288
100 99.77 87.76 12.01 12.9% 1.25 1.3% 47% False False 12,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 101.84
2.618 98.98
1.618 97.23
1.000 96.15
0.618 95.48
HIGH 94.40
0.618 93.73
0.500 93.53
0.382 93.32
LOW 92.65
0.618 91.57
1.000 90.90
1.618 89.82
2.618 88.07
4.250 85.21
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 93.53 93.29
PP 93.47 93.22
S1 93.42 93.14

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

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