NYMEX Light Sweet Crude Oil Future August 2013

Trading Metrics calculated at close of trading on 11-Mar-2013

Day Change Summary
	Previous	Current
	08-Mar-2013	11-Mar-2013	Change	Change %	Previous Week
Open	92.59	92.78	0.19	0.2%	91.83
High	93.06	93.20	0.14	0.2%	93.06
Low	91.99	92.09	0.10	0.1%	90.74
Close	93.06	93.11	0.05	0.1%	93.06
Range	1.07	1.11	0.04	3.7%	2.32
ATR	1.30	1.29	-0.01	-1.0%	0.00
Volume	26,807	13,690	-13,117	-48.9%	80,511

Daily Pivots for day following 11-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.13	95.73	93.72
R3	95.02	94.62	93.42
R2	93.91	93.91	93.31
R1	93.51	93.51	93.21	93.71
PP	92.80	92.80	92.80	92.90
S1	92.40	92.40	93.01	92.60
S2	91.69	91.69	92.91
S3	90.58	91.29	92.80
S4	89.47	90.18	92.50

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.25	98.47	94.34
R3	96.93	96.15	93.70
R2	94.61	94.61	93.49
R1	93.83	93.83	93.27	94.22
PP	92.29	92.29	92.29	92.48
S1	91.51	91.51	92.85	91.90
S2	89.97	89.97	92.63
S3	87.65	89.19	92.42
S4	85.33	86.87	91.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.20	90.94	2.26	2.4%	1.04	1.1%	96%	True	False	15,105
10	94.44	90.74	3.70	4.0%	1.13	1.2%	64%	False	False	14,452
20	99.83	90.74	9.09	9.8%	1.35	1.4%	26%	False	False	14,535
40	99.98	90.74	9.24	9.9%	1.22	1.3%	26%	False	False	14,251
60	99.98	88.72	11.26	12.1%	1.07	1.1%	39%	False	False	11,084
80	99.98	88.72	11.26	12.1%	0.98	1.1%	39%	False	False	9,070

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	97.92
2.618	96.11
1.618	95.00
1.000	94.31
0.618	93.89
HIGH	93.20
0.618	92.78
0.500	92.65
0.382	92.51
LOW	92.09
0.618	91.40
1.000	90.98
1.618	90.29
2.618	89.18
4.250	87.37

Fisher Pivots for day following 11-Mar-2013
Pivot	1 day	3 day
R1	92.96	92.88
PP	92.80	92.65
S1	92.65	92.42

Download as Excel Spreadsheet

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

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