NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 92.43 92.44 0.01 0.0% 91.58
High 92.78 92.74 -0.04 0.0% 92.78
Low 91.93 91.84 -0.09 -0.1% 90.65
Close 92.75 92.72 -0.03 0.0% 92.75
Range 0.85 0.90 0.05 5.9% 2.13
ATR 1.12 1.11 -0.02 -1.4% 0.00
Volume 9,509 5,825 -3,684 -38.7% 30,980
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.13 94.83 93.22
R3 94.23 93.93 92.97
R2 93.33 93.33 92.89
R1 93.03 93.03 92.80 93.18
PP 92.43 92.43 92.43 92.51
S1 92.13 92.13 92.64 92.28
S2 91.53 91.53 92.56
S3 90.63 91.23 92.47
S4 89.73 90.33 92.23
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.45 97.73 93.92
R3 96.32 95.60 93.34
R2 94.19 94.19 93.14
R1 93.47 93.47 92.95 93.83
PP 92.06 92.06 92.06 92.24
S1 91.34 91.34 92.55 91.70
S2 89.93 89.93 92.36
S3 87.80 89.21 92.16
S4 85.67 87.08 91.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.78 90.95 1.83 2.0% 0.85 0.9% 97% False False 6,155
10 94.37 90.65 3.72 4.0% 0.95 1.0% 56% False False 5,827
20 99.41 90.65 8.76 9.4% 1.11 1.2% 24% False False 7,281
40 99.41 90.65 8.76 9.4% 0.96 1.0% 24% False False 7,003
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 False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.57
2.618 95.10
1.618 94.20
1.000 93.64
0.618 93.30
HIGH 92.74
0.618 92.40
0.500 92.29
0.382 92.18
LOW 91.84
0.618 91.28
1.000 90.94
1.618 90.38
2.618 89.48
4.250 88.02
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 92.58 92.51
PP 92.43 92.30
S1 92.29 92.09

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

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