NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 92.95 92.63 -0.32 -0.3% 91.58
High 93.42 93.27 -0.15 -0.2% 92.78
Low 92.50 92.54 0.04 0.0% 90.65
Close 92.73 93.16 0.43 0.5% 92.75
Range 0.92 0.73 -0.19 -20.7% 2.13
ATR 1.12 1.10 -0.03 -2.5% 0.00
Volume 10,197 8,102 -2,095 -20.5% 30,980
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.18 94.90 93.56
R3 94.45 94.17 93.36
R2 93.72 93.72 93.29
R1 93.44 93.44 93.23 93.58
PP 92.99 92.99 92.99 93.06
S1 92.71 92.71 93.09 92.85
S2 92.26 92.26 93.03
S3 91.53 91.98 92.96
S4 90.80 91.25 92.76
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 91.84 2.03 2.2% 0.99 1.1% 65% False False 8,015
10 93.87 90.65 3.22 3.5% 0.96 1.0% 78% False False 6,614
20 99.07 90.65 8.42 9.0% 1.12 1.2% 30% False False 6,384
40 99.41 90.65 8.76 9.4% 0.96 1.0% 29% False False 7,139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.37
2.618 95.18
1.618 94.45
1.000 94.00
0.618 93.72
HIGH 93.27
0.618 92.99
0.500 92.91
0.382 92.82
LOW 92.54
0.618 92.09
1.000 91.81
1.618 91.36
2.618 90.63
4.250 89.44
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 93.08 93.14
PP 92.99 93.12
S1 92.91 93.10

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

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