NYMEX Light Sweet Crude Oil Future June 2014


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 90.05 90.33 0.28 0.3% 90.22
High 90.50 90.63 0.13 0.1% 91.23
Low 89.79 89.92 0.13 0.1% 89.44
Close 89.96 90.63 0.67 0.7% 90.63
Range 0.71 0.71 0.00 0.0% 1.79
ATR 0.94 0.92 -0.02 -1.7% 0.00
Volume 8,017 3,897 -4,120 -51.4% 36,623
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 92.52 92.29 91.02
R3 91.81 91.58 90.83
R2 91.10 91.10 90.76
R1 90.87 90.87 90.70 90.99
PP 90.39 90.39 90.39 90.45
S1 90.16 90.16 90.56 90.28
S2 89.68 89.68 90.50
S3 88.97 89.45 90.43
S4 88.26 88.74 90.24
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.80 95.01 91.61
R3 94.01 93.22 91.12
R2 92.22 92.22 90.96
R1 91.43 91.43 90.79 91.83
PP 90.43 90.43 90.43 90.63
S1 89.64 89.64 90.47 90.04
S2 88.64 88.64 90.30
S3 86.85 87.85 90.14
S4 85.06 86.06 89.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.23 89.44 1.79 2.0% 1.03 1.1% 66% False False 7,324
10 91.23 89.44 1.79 2.0% 0.86 0.9% 66% False False 8,608
20 92.76 88.72 4.04 4.5% 0.89 1.0% 47% False False 7,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Fibonacci Retracements and Extensions
4.250 93.65
2.618 92.49
1.618 91.78
1.000 91.34
0.618 91.07
HIGH 90.63
0.618 90.36
0.500 90.28
0.382 90.19
LOW 89.92
0.618 89.48
1.000 89.21
1.618 88.77
2.618 88.06
4.250 86.90
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 90.51 90.49
PP 90.39 90.35
S1 90.28 90.21

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

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