NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 92.44 92.76 0.32 0.3% 91.58
High 92.74 93.87 1.13 1.2% 92.78
Low 91.84 92.32 0.48 0.5% 90.65
Close 92.72 92.94 0.22 0.2% 92.75
Range 0.90 1.55 0.65 72.2% 2.13
ATR 1.11 1.14 0.03 2.8% 0.00
Volume 5,825 6,444 619 10.6% 30,980
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 97.69 96.87 93.79
R3 96.14 95.32 93.37
R2 94.59 94.59 93.22
R1 93.77 93.77 93.08 94.18
PP 93.04 93.04 93.04 93.25
S1 92.22 92.22 92.80 92.63
S2 91.49 91.49 92.66
S3 89.94 90.67 92.51
S4 88.39 89.12 92.09
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 93.87 90.95 2.92 3.1% 1.03 1.1% 68% True False 6,973
10 94.05 90.65 3.40 3.7% 0.99 1.1% 67% False False 6,085
20 99.41 90.65 8.76 9.4% 1.12 1.2% 26% False False 6,750
40 99.41 90.65 8.76 9.4% 0.97 1.0% 26% False False 6,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 100.46
2.618 97.93
1.618 96.38
1.000 95.42
0.618 94.83
HIGH 93.87
0.618 93.28
0.500 93.10
0.382 92.91
LOW 92.32
0.618 91.36
1.000 90.77
1.618 89.81
2.618 88.26
4.250 85.73
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 93.10 92.91
PP 93.04 92.88
S1 92.99 92.86

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

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