NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 93.58 93.52 -0.06 -0.1% 92.63
High 94.15 94.33 0.18 0.2% 94.18
Low 93.50 92.42 -1.08 -1.2% 92.04
Close 93.98 94.21 0.23 0.2% 93.98
Range 0.65 1.91 1.26 193.8% 2.14
ATR 1.20 1.25 0.05 4.2% 0.00
Volume 10,423 18,052 7,629 73.2% 91,026
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.38 98.71 95.26
R3 97.47 96.80 94.74
R2 95.56 95.56 94.56
R1 94.89 94.89 94.39 95.23
PP 93.65 93.65 93.65 93.82
S1 92.98 92.98 94.03 93.32
S2 91.74 91.74 93.86
S3 89.83 91.07 93.68
S4 87.92 89.16 93.16
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.82 99.04 95.16
R3 97.68 96.90 94.57
R2 95.54 95.54 94.37
R1 94.76 94.76 94.18 95.15
PP 93.40 93.40 93.40 93.60
S1 92.62 92.62 93.78 93.01
S2 91.26 91.26 93.59
S3 89.12 90.48 93.39
S4 86.98 88.34 92.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.33 92.42 1.91 2.0% 1.33 1.4% 94% True True 18,695
10 94.33 90.90 3.43 3.6% 1.21 1.3% 97% True False 17,168
20 98.45 90.90 7.55 8.0% 1.30 1.4% 44% False False 14,695
40 99.69 90.90 8.79 9.3% 1.18 1.3% 38% False False 16,545
60 99.69 90.61 9.08 9.6% 1.11 1.2% 40% False False 13,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 102.45
2.618 99.33
1.618 97.42
1.000 96.24
0.618 95.51
HIGH 94.33
0.618 93.60
0.500 93.38
0.382 93.15
LOW 92.42
0.618 91.24
1.000 90.51
1.618 89.33
2.618 87.42
4.250 84.30
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 93.93 93.93
PP 93.65 93.65
S1 93.38 93.38

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

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