NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 92.90 91.86 -1.04 -1.1% 94.38
High 92.91 92.03 -0.88 -0.9% 95.50
Low 91.24 90.56 -0.68 -0.7% 91.24
Close 91.86 91.30 -0.56 -0.6% 91.86
Range 1.67 1.47 -0.20 -12.0% 4.26
ATR 1.46 1.46 0.00 0.1% 0.00
Volume 19,768 21,880 2,112 10.7% 91,793
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.71 94.97 92.11
R3 94.24 93.50 91.70
R2 92.77 92.77 91.57
R1 92.03 92.03 91.43 91.67
PP 91.30 91.30 91.30 91.11
S1 90.56 90.56 91.17 90.20
S2 89.83 89.83 91.03
S3 88.36 89.09 90.90
S4 86.89 87.62 90.49
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 94.50 90.56 3.94 4.3% 1.07 1.2% 19% False True 20,264
10 98.57 90.56 8.01 8.8% 1.50 1.6% 9% False True 18,756
20 99.77 90.56 9.21 10.1% 1.45 1.6% 8% False True 24,668
40 99.77 90.56 9.21 10.1% 1.31 1.4% 8% False True 21,778
60 99.77 88.48 11.29 12.4% 1.21 1.3% 25% False False 16,894
80 99.77 87.76 12.01 13.2% 1.25 1.4% 29% False False 13,740
Crabel Price Patterns
NR True
NR4 False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.28
2.618 95.88
1.618 94.41
1.000 93.50
0.618 92.94
HIGH 92.03
0.618 91.47
0.500 91.30
0.382 91.12
LOW 90.56
0.618 89.65
1.000 89.09
1.618 88.18
2.618 86.71
4.250 84.31
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 91.30 91.74
PP 91.30 91.59
S1 91.30 91.45

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

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