NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 91.86 91.46 -0.40 -0.4% 94.38
High 92.03 92.47 0.44 0.5% 95.50
Low 90.56 91.24 0.68 0.8% 91.24
Close 91.30 92.00 0.70 0.8% 91.86
Range 1.47 1.23 -0.24 -16.3% 4.26
ATR 1.46 1.44 -0.02 -1.1% 0.00
Volume 21,880 14,475 -7,405 -33.8% 91,793
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.59 95.03 92.68
R3 94.36 93.80 92.34
R2 93.13 93.13 92.23
R1 92.57 92.57 92.11 92.85
PP 91.90 91.90 91.90 92.05
S1 91.34 91.34 91.89 91.62
S2 90.67 90.67 91.77
S3 89.44 90.11 91.66
S4 88.21 88.88 91.32
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 94.34 90.56 3.78 4.1% 1.08 1.2% 38% False False 17,894
10 98.57 90.56 8.01 8.7% 1.50 1.6% 18% False False 18,503
20 99.77 90.56 9.21 10.0% 1.44 1.6% 16% False False 22,803
40 99.77 90.56 9.21 10.0% 1.31 1.4% 16% False False 21,802
60 99.77 88.48 11.29 12.3% 1.21 1.3% 31% False False 17,084
80 99.77 87.76 12.01 13.1% 1.24 1.3% 35% False False 13,893
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.70
2.618 95.69
1.618 94.46
1.000 93.70
0.618 93.23
HIGH 92.47
0.618 92.00
0.500 91.86
0.382 91.71
LOW 91.24
0.618 90.48
1.000 90.01
1.618 89.25
2.618 88.02
4.250 86.01
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 91.95 91.91
PP 91.90 91.82
S1 91.86 91.74

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

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