NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 93.43 93.08 -0.35 -0.4% 91.86
High 94.12 93.87 -0.25 -0.3% 93.07
Low 92.71 92.80 0.09 0.1% 90.56
Close 93.26 93.75 0.49 0.5% 93.01
Range 1.41 1.07 -0.34 -24.1% 2.51
ATR 1.42 1.40 -0.03 -1.8% 0.00
Volume 34,647 43,800 9,153 26.4% 131,823
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.68 96.29 94.34
R3 95.61 95.22 94.04
R2 94.54 94.54 93.95
R1 94.15 94.15 93.85 94.35
PP 93.47 93.47 93.47 93.57
S1 93.08 93.08 93.65 93.28
S2 92.40 92.40 93.55
S3 91.33 92.01 93.46
S4 90.26 90.94 93.16
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 91.88 2.52 2.7% 1.32 1.4% 74% False False 31,819
10 94.40 90.56 3.84 4.1% 1.38 1.5% 83% False False 26,990
20 99.44 90.56 8.88 9.5% 1.43 1.5% 36% False False 23,334
40 99.77 90.56 9.21 9.8% 1.35 1.4% 35% False False 24,722
60 99.77 89.54 10.23 10.9% 1.26 1.3% 41% False False 19,855
80 99.77 88.48 11.29 12.0% 1.22 1.3% 47% False False 16,151
100 99.77 87.76 12.01 12.8% 1.26 1.3% 50% False False 13,665
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 98.42
2.618 96.67
1.618 95.60
1.000 94.94
0.618 94.53
HIGH 93.87
0.618 93.46
0.500 93.34
0.382 93.21
LOW 92.80
0.618 92.14
1.000 91.73
1.618 91.07
2.618 90.00
4.250 88.25
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 93.61 93.68
PP 93.47 93.60
S1 93.34 93.53

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

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