NYMEX Light Sweet Crude Oil Future July 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	92.90	92.90	0.00	0.0%	94.38
High	92.90	92.91	0.01	0.0%	95.50
Low	92.88	91.24	-1.64	-1.8%	91.24
Close	93.11	91.86	-1.25	-1.3%	91.86
Range	0.02	1.67	1.65	8,250.0%	4.26
ATR	1.42	1.46	0.03	2.2%	0.00
Volume	22,233	19,768	-2,465	-11.1%	91,793

Daily Pivots for day following 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.01	96.11	92.78
R3	95.34	94.44	92.32
R2	93.67	93.67	92.17
R1	92.77	92.77	92.01	92.39
PP	92.00	92.00	92.00	91.81
S1	91.10	91.10	91.71	90.72
S2	90.33	90.33	91.55
S3	88.66	89.43	91.40
S4	86.99	87.76	90.94

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.65	103.01	94.20
R3	101.39	98.75	93.03
R2	97.13	97.13	92.64
R1	94.49	94.49	92.25	93.68
PP	92.87	92.87	92.87	92.46
S1	90.23	90.23	91.47	89.42
S2	88.61	88.61	91.08
S3	84.35	85.97	90.69
S4	80.09	81.71	89.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.50	91.24	4.26	4.6%	1.24	1.3%	15%	False	True	18,358
10	99.18	91.24	7.94	8.6%	1.57	1.7%	8%	False	True	18,955
20	99.77	91.24	8.53	9.3%	1.44	1.6%	7%	False	True	25,448
40	99.77	91.24	8.53	9.3%	1.29	1.4%	7%	False	True	21,621
60	99.77	88.48	11.29	12.3%	1.20	1.3%	30%	False	False	16,599
80	99.77	87.76	12.01	13.1%	1.25	1.4%	34%	False	False	13,520

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.01
2.618	97.28
1.618	95.61
1.000	94.58
0.618	93.94
HIGH	92.91
0.618	92.27
0.500	92.08
0.382	91.88
LOW	91.24
0.618	90.21
1.000	89.57
1.618	88.54
2.618	86.87
4.250	84.14

Fisher Pivots for day following 01-Mar-2013
Pivot	1 day	3 day
R1	92.08	92.79
PP	92.00	92.48
S1	91.93	92.17

Download as Excel Spreadsheet

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

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