NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 92.89 91.76 -1.13 -1.2% 93.23
High 93.18 91.97 -1.21 -1.3% 94.46
Low 91.57 90.04 -1.53 -1.7% 90.04
Close 92.05 90.68 -1.37 -1.5% 90.68
Range 1.61 1.93 0.32 19.9% 4.42
ATR 1.64 1.66 0.03 1.6% 0.00
Volume 218,119 248,466 30,347 13.9% 1,116,452
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.69 95.61 91.74
R3 94.76 93.68 91.21
R2 92.83 92.83 91.03
R1 91.75 91.75 90.86 91.33
PP 90.90 90.90 90.90 90.68
S1 89.82 89.82 90.50 89.40
S2 88.97 88.97 90.33
S3 87.04 87.89 90.15
S4 85.11 85.96 89.62
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 104.99 102.25 93.11
R3 100.57 97.83 91.90
R2 96.15 96.15 91.49
R1 93.41 93.41 91.09 92.57
PP 91.73 91.73 91.73 91.31
S1 88.99 88.99 90.27 88.15
S2 87.31 87.31 89.87
S3 82.89 84.57 89.46
S4 78.47 80.15 88.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.46 90.04 4.42 4.9% 1.73 1.9% 14% False True 223,290
10 98.06 90.04 8.02 8.8% 1.90 2.1% 8% False True 235,719
20 98.65 90.04 8.61 9.5% 1.70 1.9% 7% False True 169,100
40 98.66 90.04 8.62 9.5% 1.49 1.6% 7% False True 112,899
60 98.66 87.04 11.62 12.8% 1.46 1.6% 31% False False 82,877
80 98.66 86.42 12.24 13.5% 1.55 1.7% 35% False False 66,920
100 98.66 86.42 12.24 13.5% 1.58 1.7% 35% False False 55,348
120 101.50 86.42 15.08 16.6% 1.62 1.8% 28% False False 47,458
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 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.17
2.618 97.02
1.618 95.09
1.000 93.90
0.618 93.16
HIGH 91.97
0.618 91.23
0.500 91.01
0.382 90.78
LOW 90.04
0.618 88.85
1.000 88.11
1.618 86.92
2.618 84.99
4.250 81.84
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 91.01 91.71
PP 90.90 91.36
S1 90.79 91.02

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

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