NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 92.77 93.43 0.66 0.7% 92.63
High 93.82 93.69 -0.13 -0.1% 94.18
Low 92.77 92.32 -0.45 -0.5% 92.04
Close 93.75 92.86 -0.89 -0.9% 93.98
Range 1.05 1.37 0.32 30.5% 2.14
ATR 1.28 1.29 0.01 0.9% 0.00
Volume 17,297 15,751 -1,546 -8.9% 91,026
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 97.07 96.33 93.61
R3 95.70 94.96 93.24
R2 94.33 94.33 93.11
R1 93.59 93.59 92.99 93.28
PP 92.96 92.96 92.96 92.80
S1 92.22 92.22 92.73 91.91
S2 91.59 91.59 92.61
S3 90.22 90.85 92.48
S4 88.85 89.48 92.11
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 94.53 92.32 2.21 2.4% 1.36 1.5% 24% False True 15,111
10 94.53 92.00 2.53 2.7% 1.30 1.4% 34% False False 18,463
20 95.62 90.90 4.72 5.1% 1.22 1.3% 42% False False 15,060
40 99.69 90.90 8.79 9.5% 1.23 1.3% 22% False False 16,857
60 99.69 90.77 8.92 9.6% 1.11 1.2% 23% False False 14,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.51
2.618 97.28
1.618 95.91
1.000 95.06
0.618 94.54
HIGH 93.69
0.618 93.17
0.500 93.01
0.382 92.84
LOW 92.32
0.618 91.47
1.000 90.95
1.618 90.10
2.618 88.73
4.250 86.50
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 93.01 93.43
PP 92.96 93.24
S1 92.91 93.05

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

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