NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 93.03 91.73 -1.30 -1.4% 94.51
High 93.05 92.14 -0.91 -1.0% 95.62
Low 91.39 91.00 -0.39 -0.4% 91.39
Close 92.02 91.47 -0.55 -0.6% 92.02
Range 1.66 1.14 -0.52 -31.3% 4.23
ATR 1.28 1.27 -0.01 -0.8% 0.00
Volume 10,754 12,366 1,612 15.0% 55,164
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 94.96 94.35 92.10
R3 93.82 93.21 91.78
R2 92.68 92.68 91.68
R1 92.07 92.07 91.57 91.81
PP 91.54 91.54 91.54 91.40
S1 90.93 90.93 91.37 90.67
S2 90.40 90.40 91.26
S3 89.26 89.79 91.16
S4 88.12 88.65 90.84
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 94.31 91.00 3.31 3.6% 1.13 1.2% 14% False True 11,641
10 98.45 91.00 7.45 8.1% 1.40 1.5% 6% False True 12,223
20 99.69 91.00 8.69 9.5% 1.30 1.4% 5% False True 17,207
40 99.69 91.00 8.69 9.5% 1.10 1.2% 5% False True 14,870
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 False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.99
2.618 95.12
1.618 93.98
1.000 93.28
0.618 92.84
HIGH 92.14
0.618 91.70
0.500 91.57
0.382 91.44
LOW 91.00
0.618 90.30
1.000 89.86
1.618 89.16
2.618 88.02
4.250 86.16
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 91.57 92.53
PP 91.54 92.17
S1 91.50 91.82

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

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