NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 96.26 96.79 0.53 0.6% 93.52
High 96.84 97.36 0.52 0.5% 94.53
Low 95.69 96.40 0.71 0.7% 92.32
Close 96.64 97.30 0.66 0.7% 93.84
Range 1.15 0.96 -0.19 -16.5% 2.21
ATR 1.31 1.28 -0.02 -1.9% 0.00
Volume 23,902 16,810 -7,092 -29.7% 79,589
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.90 99.56 97.83
R3 98.94 98.60 97.56
R2 97.98 97.98 97.48
R1 97.64 97.64 97.39 97.81
PP 97.02 97.02 97.02 97.11
S1 96.68 96.68 97.21 96.85
S2 96.06 96.06 97.12
S3 95.10 95.72 97.04
S4 94.14 94.76 96.77
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.19 99.23 95.06
R3 97.98 97.02 94.45
R2 95.77 95.77 94.25
R1 94.81 94.81 94.04 95.29
PP 93.56 93.56 93.56 93.81
S1 92.60 92.60 93.64 93.08
S2 91.35 91.35 93.43
S3 89.14 90.39 93.23
S4 86.93 88.18 92.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.36 92.85 4.51 4.6% 1.24 1.3% 99% True False 18,818
10 97.36 92.32 5.04 5.2% 1.30 1.3% 99% True False 16,965
20 97.36 90.90 6.46 6.6% 1.27 1.3% 99% True False 16,799
40 99.69 90.90 8.79 9.0% 1.26 1.3% 73% False False 17,266
60 99.69 90.90 8.79 9.0% 1.14 1.2% 73% False False 15,326
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 101.44
2.618 99.87
1.618 98.91
1.000 98.32
0.618 97.95
HIGH 97.36
0.618 96.99
0.500 96.88
0.382 96.77
LOW 96.40
0.618 95.81
1.000 95.44
1.618 94.85
2.618 93.89
4.250 92.32
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 97.16 96.94
PP 97.02 96.57
S1 96.88 96.21

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

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