NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 93.30 92.86 -0.44 -0.5% 91.73
High 93.89 93.63 -0.26 -0.3% 93.05
Low 92.44 92.60 0.16 0.2% 90.90
Close 93.04 93.49 0.45 0.5% 92.97
Range 1.45 1.03 -0.42 -29.0% 2.15
ATR 1.26 1.24 -0.02 -1.3% 0.00
Volume 28,618 24,254 -4,364 -15.2% 74,974
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.33 95.94 94.06
R3 95.30 94.91 93.77
R2 94.27 94.27 93.68
R1 93.88 93.88 93.58 94.08
PP 93.24 93.24 93.24 93.34
S1 92.85 92.85 93.40 93.05
S2 92.21 92.21 93.30
S3 91.18 91.82 93.21
S4 90.15 90.79 92.92
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.76 98.01 94.15
R3 96.61 95.86 93.56
R2 94.46 94.46 93.36
R1 93.71 93.71 93.17 94.09
PP 92.31 92.31 92.31 92.49
S1 91.56 91.56 92.77 91.94
S2 90.16 90.16 92.58
S3 88.01 89.41 92.38
S4 85.86 87.26 91.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.18 92.00 2.18 2.3% 1.23 1.3% 68% False False 21,815
10 94.18 90.90 3.28 3.5% 1.24 1.3% 79% False False 16,633
20 99.40 90.90 8.50 9.1% 1.30 1.4% 30% False False 14,807
40 99.69 90.90 8.79 9.4% 1.16 1.2% 29% False False 16,521
60 99.69 89.77 9.92 10.6% 1.09 1.2% 38% False False 13,183
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 False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.01
2.618 96.33
1.618 95.30
1.000 94.66
0.618 94.27
HIGH 93.63
0.618 93.24
0.500 93.12
0.382 92.99
LOW 92.60
0.618 91.96
1.000 91.57
1.618 90.93
2.618 89.90
4.250 88.22
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 93.37 93.43
PP 93.24 93.37
S1 93.12 93.31

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

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