NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 89.89 89.49 -0.40 -0.4% 92.56
High 89.89 90.01 0.12 0.1% 92.76
Low 88.84 89.23 0.39 0.4% 89.39
Close 89.38 89.95 0.57 0.6% 89.88
Range 1.05 0.78 -0.27 -25.7% 3.37
ATR 0.96 0.94 -0.01 -1.3% 0.00
Volume 5,828 2,194 -3,634 -62.4% 22,399
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 92.07 91.79 90.38
R3 91.29 91.01 90.16
R2 90.51 90.51 90.09
R1 90.23 90.23 90.02 90.37
PP 89.73 89.73 89.73 89.80
S1 89.45 89.45 89.88 89.59
S2 88.95 88.95 89.81
S3 88.17 88.67 89.74
S4 87.39 87.89 89.52
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.79 98.70 91.73
R3 97.42 95.33 90.81
R2 94.05 94.05 90.50
R1 91.96 91.96 90.19 91.32
PP 90.68 90.68 90.68 90.36
S1 88.59 88.59 89.57 87.95
S2 87.31 87.31 89.26
S3 83.94 85.22 88.95
S4 80.57 81.85 88.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.75 88.84 2.91 3.2% 0.77 0.9% 38% False False 4,147
10 95.16 88.84 6.32 7.0% 1.02 1.1% 18% False False 5,234
20 95.87 88.84 7.03 7.8% 0.86 1.0% 16% False False 7,618
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.33
2.618 92.05
1.618 91.27
1.000 90.79
0.618 90.49
HIGH 90.01
0.618 89.71
0.500 89.62
0.382 89.53
LOW 89.23
0.618 88.75
1.000 88.45
1.618 87.97
2.618 87.19
4.250 85.92
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 89.84 89.79
PP 89.73 89.62
S1 89.62 89.46

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

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