NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 93.14 93.92 0.78 0.8% 92.78
High 93.84 94.37 0.53 0.6% 94.38
Low 92.77 93.73 0.96 1.0% 92.09
Close 93.70 94.19 0.49 0.5% 94.19
Range 1.07 0.64 -0.43 -40.2% 2.29
ATR 1.29 1.25 -0.04 -3.4% 0.00
Volume 28,793 10,561 -18,232 -63.3% 87,859
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.02 95.74 94.54
R3 95.38 95.10 94.37
R2 94.74 94.74 94.31
R1 94.46 94.46 94.25 94.60
PP 94.10 94.10 94.10 94.17
S1 93.82 93.82 94.13 93.96
S2 93.46 93.46 94.07
S3 92.82 93.18 94.01
S4 92.18 92.54 93.84
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.42 99.60 95.45
R3 98.13 97.31 94.82
R2 95.84 95.84 94.61
R1 95.02 95.02 94.40 95.43
PP 93.55 93.55 93.55 93.76
S1 92.73 92.73 93.98 93.14
S2 91.26 91.26 93.77
S3 88.97 90.44 93.56
S4 86.68 88.15 92.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.38 92.09 2.29 2.4% 1.14 1.2% 92% False False 17,571
10 94.38 90.74 3.64 3.9% 1.12 1.2% 95% False False 16,837
20 99.02 90.74 8.28 8.8% 1.35 1.4% 42% False False 14,818
40 99.98 90.74 9.24 9.8% 1.24 1.3% 37% False False 15,350
60 99.98 90.30 9.68 10.3% 1.10 1.2% 40% False False 11,982
80 99.98 88.72 11.26 12.0% 1.01 1.1% 49% False False 9,844
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 97.09
2.618 96.05
1.618 95.41
1.000 95.01
0.618 94.77
HIGH 94.37
0.618 94.13
0.500 94.05
0.382 93.97
LOW 93.73
0.618 93.33
1.000 93.09
1.618 92.69
2.618 92.05
4.250 91.01
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 94.14 93.98
PP 94.10 93.77
S1 94.05 93.56

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

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