NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 95.03 95.37 0.34 0.4% 92.38
High 95.45 95.95 0.50 0.5% 93.36
Low 94.34 94.99 0.65 0.7% 91.19
Close 95.26 95.89 0.63 0.7% 92.65
Range 1.11 0.96 -0.15 -13.5% 2.17
ATR
Volume 70,195 39,262 -30,933 -44.1% 190,958
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.49 98.15 96.42
R3 97.53 97.19 96.15
R2 96.57 96.57 96.07
R1 96.23 96.23 95.98 96.40
PP 95.61 95.61 95.61 95.70
S1 95.27 95.27 95.80 95.44
S2 94.65 94.65 95.71
S3 93.69 94.31 95.63
S4 92.73 93.35 95.36
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.91 97.95 93.84
R3 96.74 95.78 93.25
R2 94.57 94.57 93.05
R1 93.61 93.61 92.85 94.09
PP 92.40 92.40 92.40 92.64
S1 91.44 91.44 92.45 91.92
S2 90.23 90.23 92.25
S3 88.06 89.27 92.05
S4 85.89 87.10 91.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.95 91.76 4.19 4.4% 1.29 1.3% 99% True False 52,287
10 95.95 91.19 4.76 5.0% 1.33 1.4% 99% True False 46,020
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.23
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 100.03
2.618 98.46
1.618 97.50
1.000 96.91
0.618 96.54
HIGH 95.95
0.618 95.58
0.500 95.47
0.382 95.36
LOW 94.99
0.618 94.40
1.000 94.03
1.618 93.44
2.618 92.48
4.250 90.91
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 95.75 95.51
PP 95.61 95.14
S1 95.47 94.76

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

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