NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 93.88 94.47 0.59 0.6% 92.92
High 95.21 96.04 0.83 0.9% 94.12
Low 93.85 94.47 0.62 0.7% 92.05
Close 94.58 95.99 1.41 1.5% 93.49
Range 1.36 1.57 0.21 15.4% 2.07
ATR 1.19 1.22 0.03 2.3% 0.00
Volume 6,960 11,289 4,329 62.2% 30,989
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.21 99.67 96.85
R3 98.64 98.10 96.42
R2 97.07 97.07 96.28
R1 96.53 96.53 96.13 96.80
PP 95.50 95.50 95.50 95.64
S1 94.96 94.96 95.85 95.23
S2 93.93 93.93 95.70
S3 92.36 93.39 95.56
S4 90.79 91.82 95.13
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 96.04 92.09 3.95 4.1% 1.21 1.3% 99% True False 7,073
10 96.04 92.05 3.99 4.2% 1.19 1.2% 99% True False 7,123
20 96.04 90.65 5.39 5.6% 1.09 1.1% 99% True False 6,604
40 99.41 90.65 8.76 9.1% 1.04 1.1% 61% False False 7,224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.71
2.618 100.15
1.618 98.58
1.000 97.61
0.618 97.01
HIGH 96.04
0.618 95.44
0.500 95.26
0.382 95.07
LOW 94.47
0.618 93.50
1.000 92.90
1.618 91.93
2.618 90.36
4.250 87.80
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 95.75 95.43
PP 95.50 94.86
S1 95.26 94.30

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

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