NYMEX Light Sweet Crude Oil Future June 2014


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 92.31 92.65 0.34 0.4% 90.22
High 92.81 93.35 0.54 0.6% 91.23
Low 92.01 92.56 0.55 0.6% 89.44
Close 92.70 93.28 0.58 0.6% 90.63
Range 0.80 0.79 -0.01 -1.3% 1.79
ATR 0.95 0.94 -0.01 -1.2% 0.00
Volume 11,928 10,236 -1,692 -14.2% 36,623
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.43 95.15 93.71
R3 94.64 94.36 93.50
R2 93.85 93.85 93.42
R1 93.57 93.57 93.35 93.71
PP 93.06 93.06 93.06 93.14
S1 92.78 92.78 93.21 92.92
S2 92.27 92.27 93.14
S3 91.48 91.99 93.06
S4 90.69 91.20 92.85
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 93.35 89.92 3.43 3.7% 0.92 1.0% 98% True False 8,689
10 93.35 89.44 3.91 4.2% 0.96 1.0% 98% True False 8,437
20 93.35 88.72 4.63 5.0% 0.90 1.0% 98% True False 8,124
Crabel Price Patterns
NR True
NR4 True
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.71
2.618 95.42
1.618 94.63
1.000 94.14
0.618 93.84
HIGH 93.35
0.618 93.05
0.500 92.96
0.382 92.86
LOW 92.56
0.618 92.07
1.000 91.77
1.618 91.28
2.618 90.49
4.250 89.20
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 93.17 92.99
PP 93.06 92.69
S1 92.96 92.40

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

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