NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 93.50 94.56 1.06 1.1% 92.78
High 94.55 94.72 0.17 0.2% 94.38
Low 92.63 92.89 0.26 0.3% 92.09
Close 94.44 92.98 -1.46 -1.5% 94.19
Range 1.92 1.83 -0.09 -4.7% 2.29
ATR 1.29 1.33 0.04 3.0% 0.00
Volume 17,557 10,663 -6,894 -39.3% 87,859
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.02 97.83 93.99
R3 97.19 96.00 93.48
R2 95.36 95.36 93.32
R1 94.17 94.17 93.15 93.85
PP 93.53 93.53 93.53 93.37
S1 92.34 92.34 92.81 92.02
S2 91.70 91.70 92.64
S3 89.87 90.51 92.48
S4 88.04 88.68 91.97
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 94.72 92.63 2.09 2.2% 1.34 1.4% 17% True False 17,506
10 94.72 90.94 3.78 4.1% 1.27 1.4% 54% True False 16,750
20 98.65 90.74 7.91 8.5% 1.39 1.5% 28% False False 14,800
40 99.98 90.74 9.24 9.9% 1.29 1.4% 24% False False 15,518
60 99.98 90.74 9.24 9.9% 1.14 1.2% 24% False False 12,383
80 99.98 88.72 11.26 12.1% 1.02 1.1% 38% False False 10,113
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.50
2.618 99.51
1.618 97.68
1.000 96.55
0.618 95.85
HIGH 94.72
0.618 94.02
0.500 93.81
0.382 93.59
LOW 92.89
0.618 91.76
1.000 91.06
1.618 89.93
2.618 88.10
4.250 85.11
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 93.81 93.68
PP 93.53 93.44
S1 93.26 93.21

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

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