NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 94.05 93.03 -1.02 -1.1% 94.51
High 94.05 93.05 -1.00 -1.1% 95.62
Low 92.93 91.39 -1.54 -1.7% 91.39
Close 93.20 92.02 -1.18 -1.3% 92.02
Range 1.12 1.66 0.54 48.2% 4.23
ATR 1.24 1.28 0.04 3.3% 0.00
Volume 12,306 10,754 -1,552 -12.6% 55,164
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 97.13 96.24 92.93
R3 95.47 94.58 92.48
R2 93.81 93.81 92.32
R1 92.92 92.92 92.17 92.54
PP 92.15 92.15 92.15 91.96
S1 91.26 91.26 91.87 90.88
S2 90.49 90.49 91.72
S3 88.83 89.60 91.56
S4 87.17 87.94 91.11
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 105.70 103.09 94.35
R3 101.47 98.86 93.18
R2 97.24 97.24 92.80
R1 94.63 94.63 92.41 93.82
PP 93.01 93.01 93.01 92.61
S1 90.40 90.40 91.63 89.59
S2 88.78 88.78 91.24
S3 84.55 86.17 90.86
S4 80.32 81.94 89.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.62 91.39 4.23 4.6% 1.22 1.3% 15% False True 11,032
10 99.21 91.39 7.82 8.5% 1.47 1.6% 8% False True 12,457
20 99.69 91.39 8.30 9.0% 1.29 1.4% 8% False True 17,568
40 99.69 91.39 8.30 9.0% 1.09 1.2% 8% False True 14,724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.11
2.618 97.40
1.618 95.74
1.000 94.71
0.618 94.08
HIGH 93.05
0.618 92.42
0.500 92.22
0.382 92.02
LOW 91.39
0.618 90.36
1.000 89.73
1.618 88.70
2.618 87.04
4.250 84.34
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 92.22 92.84
PP 92.15 92.56
S1 92.09 92.29

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

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