NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 92.50 92.60 0.10 0.1% 92.10
High 93.01 92.87 -0.14 -0.2% 93.43
Low 92.14 91.73 -0.41 -0.4% 91.56
Close 93.01 92.19 -0.82 -0.9% 93.26
Range 0.87 1.14 0.27 31.0% 1.87
ATR 1.09 1.10 0.01 1.3% 0.00
Volume 5,995 4,087 -1,908 -31.8% 24,707
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.68 95.08 92.82
R3 94.54 93.94 92.50
R2 93.40 93.40 92.40
R1 92.80 92.80 92.29 92.53
PP 92.26 92.26 92.26 92.13
S1 91.66 91.66 92.09 91.39
S2 91.12 91.12 91.98
S3 89.98 90.52 91.88
S4 88.84 89.38 91.56
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.36 97.68 94.29
R3 96.49 95.81 93.77
R2 94.62 94.62 93.60
R1 93.94 93.94 93.43 94.28
PP 92.75 92.75 92.75 92.92
S1 92.07 92.07 93.09 92.41
S2 90.88 90.88 92.92
S3 89.01 90.20 92.75
S4 87.14 88.33 92.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.69 91.73 1.96 2.1% 1.14 1.2% 23% False True 4,518
10 93.69 91.54 2.15 2.3% 1.03 1.1% 30% False False 5,169
20 95.03 90.56 4.47 4.8% 0.97 1.1% 36% False False 4,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.72
2.618 95.85
1.618 94.71
1.000 94.01
0.618 93.57
HIGH 92.87
0.618 92.43
0.500 92.30
0.382 92.17
LOW 91.73
0.618 91.03
1.000 90.59
1.618 89.89
2.618 88.75
4.250 86.89
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 92.30 92.71
PP 92.26 92.54
S1 92.23 92.36

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

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