NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 22-Mar-2013
Day Change Summary
Previous Current
21-Mar-2013 22-Mar-2013 Change Change % Previous Week
Open 93.13 92.60 -0.53 -0.6% 92.92
High 93.36 93.54 0.18 0.2% 94.12
Low 92.09 92.56 0.47 0.5% 92.05
Close 92.56 93.49 0.93 1.0% 93.49
Range 1.27 0.98 -0.29 -22.8% 2.07
ATR 1.16 1.15 -0.01 -1.1% 0.00
Volume 5,291 4,807 -484 -9.1% 30,989
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.14 95.79 94.03
R3 95.16 94.81 93.76
R2 94.18 94.18 93.67
R1 93.83 93.83 93.58 94.01
PP 93.20 93.20 93.20 93.28
S1 92.85 92.85 93.40 93.03
S2 92.22 92.22 93.31
S3 91.24 91.87 93.22
S4 90.26 90.89 92.95
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.43 98.53 94.63
R3 97.36 96.46 94.06
R2 95.29 95.29 93.87
R1 94.39 94.39 93.68 94.84
PP 93.22 93.22 93.22 93.45
S1 92.32 92.32 93.30 92.77
S2 91.15 91.15 93.11
S3 89.08 90.25 92.92
S4 87.01 88.18 92.35
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% 1.34 1.4% 70% False False 6,197
10 94.12 91.84 2.28 2.4% 1.14 1.2% 72% False False 6,525
20 95.35 90.65 4.70 5.0% 1.07 1.1% 60% False False 6,065
40 99.41 90.65 8.76 9.4% 1.02 1.1% 32% False False 7,061
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 97.71
2.618 96.11
1.618 95.13
1.000 94.52
0.618 94.15
HIGH 93.54
0.618 93.17
0.500 93.05
0.382 92.93
LOW 92.56
0.618 91.95
1.000 91.58
1.618 90.97
2.618 89.99
4.250 88.40
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 93.34 93.27
PP 93.20 93.04
S1 93.05 92.82

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

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