NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 94.56 93.38 -1.18 -1.2% 92.78
High 94.72 94.02 -0.70 -0.7% 94.38
Low 92.89 93.00 0.11 0.1% 92.09
Close 92.98 93.95 0.97 1.0% 94.19
Range 1.83 1.02 -0.81 -44.3% 2.29
ATR 1.33 1.31 -0.02 -1.6% 0.00
Volume 10,663 17,778 7,115 66.7% 87,859
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.72 96.35 94.51
R3 95.70 95.33 94.23
R2 94.68 94.68 94.14
R1 94.31 94.31 94.04 94.50
PP 93.66 93.66 93.66 93.75
S1 93.29 93.29 93.86 93.48
S2 92.64 92.64 93.76
S3 91.62 92.27 93.67
S4 90.60 91.25 93.39
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% 1.30 1.4% 63% False False 17,070
10 94.72 91.63 3.09 3.3% 1.27 1.3% 75% False False 17,283
20 96.00 90.74 5.26 5.6% 1.30 1.4% 61% False False 15,123
40 99.98 90.74 9.24 9.8% 1.28 1.4% 35% False False 15,745
60 99.98 90.74 9.24 9.8% 1.14 1.2% 35% False False 12,594
80 99.98 88.72 11.26 12.0% 1.03 1.1% 46% False False 10,288
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.36
2.618 96.69
1.618 95.67
1.000 95.04
0.618 94.65
HIGH 94.02
0.618 93.63
0.500 93.51
0.382 93.39
LOW 93.00
0.618 92.37
1.000 91.98
1.618 91.35
2.618 90.33
4.250 88.67
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 93.80 93.86
PP 93.66 93.77
S1 93.51 93.68

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

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