NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 94.04 92.65 -1.39 -1.5% 92.44
High 94.12 93.41 -0.71 -0.8% 93.87
Low 92.37 92.56 0.19 0.2% 91.84
Close 92.43 93.41 0.98 1.1% 93.64
Range 1.75 0.85 -0.90 -51.4% 2.03
ATR 1.17 1.15 -0.01 -1.1% 0.00
Volume 7,264 7,022 -242 -3.3% 34,269
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.68 95.39 93.88
R3 94.83 94.54 93.64
R2 93.98 93.98 93.57
R1 93.69 93.69 93.49 93.84
PP 93.13 93.13 93.13 93.20
S1 92.84 92.84 93.33 92.99
S2 92.28 92.28 93.25
S3 91.43 91.99 93.18
S4 90.58 91.14 92.94
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.21 98.45 94.76
R3 97.18 96.42 94.20
R2 95.15 95.15 94.01
R1 94.39 94.39 93.83 94.77
PP 93.12 93.12 93.12 93.31
S1 92.36 92.36 93.45 92.74
S2 91.09 91.09 93.27
S3 89.06 90.33 93.08
S4 87.03 88.30 92.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.12 92.05 2.07 2.2% 1.16 1.2% 66% False False 6,538
10 94.12 91.39 2.73 2.9% 1.10 1.2% 74% False False 6,943
20 95.62 90.65 4.97 5.3% 1.09 1.2% 56% False False 6,179
40 99.41 90.65 8.76 9.4% 1.00 1.1% 32% False False 7,167
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.02
2.618 95.64
1.618 94.79
1.000 94.26
0.618 93.94
HIGH 93.41
0.618 93.09
0.500 92.99
0.382 92.88
LOW 92.56
0.618 92.03
1.000 91.71
1.618 91.18
2.618 90.33
4.250 88.95
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 93.27 93.30
PP 93.13 93.19
S1 92.99 93.09

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

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