NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 92.10 92.33 0.23 0.2% 90.78
High 92.10 92.34 0.24 0.3% 90.78
Low 92.10 92.33 0.23 0.2% 89.55
Close 92.10 92.34 0.24 0.3% 90.33
Range 0.00 0.01 0.01 1.23
ATR 0.56 0.53 -0.02 -4.1% 0.00
Volume 634 207 -427 -67.4% 1,731
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 92.37 92.36 92.35
R3 92.36 92.35 92.34
R2 92.35 92.35 92.34
R1 92.34 92.34 92.34 92.35
PP 92.34 92.34 92.34 92.34
S1 92.33 92.33 92.34 92.34
S2 92.33 92.33 92.34
S3 92.32 92.32 92.34
S4 92.31 92.31 92.33
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 93.91 93.35 91.01
R3 92.68 92.12 90.67
R2 91.45 91.45 90.56
R1 90.89 90.89 90.44 90.56
PP 90.22 90.22 90.22 90.05
S1 89.66 89.66 90.22 89.33
S2 88.99 88.99 90.10
S3 87.76 88.43 89.99
S4 86.53 87.20 89.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.34 89.55 2.79 3.0% 0.03 0.0% 100% True False 291
10 92.34 89.55 2.79 3.0% 0.02 0.0% 100% True False 371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.00
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.38
2.618 92.37
1.618 92.36
1.000 92.35
0.618 92.35
HIGH 92.34
0.618 92.34
0.500 92.34
0.382 92.33
LOW 92.33
0.618 92.32
1.000 92.32
1.618 92.31
2.618 92.30
4.250 92.29
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 92.34 92.12
PP 92.34 91.90
S1 92.34 91.68

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

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