NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 95.13 96.62 1.49 1.6% 94.00
High 96.84 97.20 0.36 0.4% 94.86
Low 95.13 96.00 0.87 0.9% 92.36
Close 96.75 96.98 0.23 0.2% 94.10
Range 1.71 1.20 -0.51 -29.8% 2.50
ATR 1.49 1.47 -0.02 -1.4% 0.00
Volume 50,085 44,060 -6,025 -12.0% 156,655
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.33 99.85 97.64
R3 99.13 98.65 97.31
R2 97.93 97.93 97.20
R1 97.45 97.45 97.09 97.69
PP 96.73 96.73 96.73 96.85
S1 96.25 96.25 96.87 96.49
S2 95.53 95.53 96.76
S3 94.33 95.05 96.65
S4 93.13 93.85 96.32
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.27 100.19 95.48
R3 98.77 97.69 94.79
R2 96.27 96.27 94.56
R1 95.19 95.19 94.33 95.73
PP 93.77 93.77 93.77 94.05
S1 92.69 92.69 93.87 93.23
S2 91.27 91.27 93.64
S3 88.77 90.19 93.41
S4 86.27 87.69 92.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.20 92.36 4.84 5.0% 1.56 1.6% 95% True False 40,967
10 97.20 92.36 4.84 5.0% 1.49 1.5% 95% True False 35,631
20 97.20 90.56 6.64 6.8% 1.38 1.4% 97% True False 30,232
40 99.77 90.56 9.21 9.5% 1.41 1.5% 70% False False 27,844
60 99.77 90.56 9.21 9.5% 1.35 1.4% 70% False False 24,007
80 99.77 88.48 11.29 11.6% 1.26 1.3% 75% False False 19,599
100 99.77 87.76 12.01 12.4% 1.29 1.3% 77% False False 16,494
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.22
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.30
2.618 100.34
1.618 99.14
1.000 98.40
0.618 97.94
HIGH 97.20
0.618 96.74
0.500 96.60
0.382 96.46
LOW 96.00
0.618 95.26
1.000 94.80
1.618 94.06
2.618 92.86
4.250 90.90
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 96.85 96.53
PP 96.73 96.09
S1 96.60 95.64

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

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