NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 91.73 91.69 -0.04 0.0% 94.51
High 92.14 92.23 0.09 0.1% 95.62
Low 91.00 91.37 0.37 0.4% 91.39
Close 91.47 92.15 0.68 0.7% 92.02
Range 1.14 0.86 -0.28 -24.6% 4.23
ATR 1.27 1.24 -0.03 -2.3% 0.00
Volume 12,366 8,876 -3,490 -28.2% 55,164
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 94.50 94.18 92.62
R3 93.64 93.32 92.39
R2 92.78 92.78 92.31
R1 92.46 92.46 92.23 92.62
PP 91.92 91.92 91.92 92.00
S1 91.60 91.60 92.07 91.76
S2 91.06 91.06 91.99
S3 90.20 90.74 91.91
S4 89.34 89.88 91.68
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 94.28 91.00 3.28 3.6% 1.11 1.2% 35% False False 10,896
10 98.45 91.00 7.45 8.1% 1.37 1.5% 15% False False 11,627
20 99.69 91.00 8.69 9.4% 1.29 1.4% 13% False False 16,216
40 99.69 91.00 8.69 9.4% 1.09 1.2% 13% False False 14,893
Crabel Price Patterns
NR True
NR4 True
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.89
2.618 94.48
1.618 93.62
1.000 93.09
0.618 92.76
HIGH 92.23
0.618 91.90
0.500 91.80
0.382 91.70
LOW 91.37
0.618 90.84
1.000 90.51
1.618 89.98
2.618 89.12
4.250 87.72
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 92.03 92.11
PP 91.92 92.07
S1 91.80 92.03

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

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