NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 92.98 93.83 0.85 0.9% 92.71
High 94.04 93.88 -0.16 -0.2% 94.52
Low 92.89 92.36 -0.53 -0.6% 91.99
Close 93.95 92.99 -0.96 -1.0% 94.23
Range 1.15 1.52 0.37 32.2% 2.53
ATR 1.43 1.44 0.01 0.8% 0.00
Volume 41,579 29,540 -12,039 -29.0% 135,331
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 97.64 96.83 93.83
R3 96.12 95.31 93.41
R2 94.60 94.60 93.27
R1 93.79 93.79 93.13 93.44
PP 93.08 93.08 93.08 92.90
S1 92.27 92.27 92.85 91.92
S2 91.56 91.56 92.71
S3 90.04 90.75 92.57
S4 88.52 89.23 92.15
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.17 100.23 95.62
R3 98.64 97.70 94.93
R2 96.11 96.11 94.69
R1 95.17 95.17 94.46 95.64
PP 93.58 93.58 93.58 93.82
S1 92.64 92.64 94.00 93.11
S2 91.05 91.05 93.77
S3 88.52 90.11 93.53
S4 85.99 87.58 92.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.86 92.36 2.50 2.7% 1.51 1.6% 25% False True 27,444
10 94.86 91.88 2.98 3.2% 1.41 1.5% 37% False False 29,631
20 95.50 90.56 4.94 5.3% 1.33 1.4% 49% False False 24,860
40 99.77 90.56 9.21 9.9% 1.37 1.5% 26% False False 25,944
60 99.77 90.56 9.21 9.9% 1.30 1.4% 26% False False 21,509
80 99.77 88.48 11.29 12.1% 1.23 1.3% 40% False False 17,548
100 99.77 87.76 12.01 12.9% 1.25 1.3% 44% False False 14,864
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 True
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.34
2.618 97.86
1.618 96.34
1.000 95.40
0.618 94.82
HIGH 93.88
0.618 93.30
0.500 93.12
0.382 92.94
LOW 92.36
0.618 91.42
1.000 90.84
1.618 89.90
2.618 88.38
4.250 85.90
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 93.12 93.61
PP 93.08 93.40
S1 93.03 93.20

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

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