NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 91.51 92.48 0.97 1.1% 91.73
High 92.63 93.05 0.42 0.5% 93.05
Low 91.51 92.00 0.49 0.5% 90.90
Close 92.57 92.97 0.40 0.4% 92.97
Range 1.12 1.05 -0.07 -6.3% 2.15
ATR 1.25 1.23 -0.01 -1.1% 0.00
Volume 16,182 28,476 12,294 76.0% 74,974
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.82 95.45 93.55
R3 94.77 94.40 93.26
R2 93.72 93.72 93.16
R1 93.35 93.35 93.07 93.54
PP 92.67 92.67 92.67 92.77
S1 92.30 92.30 92.87 92.49
S2 91.62 91.62 92.78
S3 90.57 91.25 92.68
S4 89.52 90.20 92.39
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.76 98.01 94.15
R3 96.61 95.86 93.56
R2 94.46 94.46 93.36
R1 93.71 93.71 93.17 94.09
PP 92.31 92.31 92.31 92.49
S1 91.56 91.56 92.77 91.94
S2 90.16 90.16 92.58
S3 88.01 89.41 92.38
S4 85.86 87.26 91.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.05 90.90 2.15 2.3% 1.12 1.2% 96% True False 14,994
10 95.62 90.90 4.72 5.1% 1.17 1.3% 44% False False 13,013
20 99.69 90.90 8.79 9.5% 1.27 1.4% 24% False False 15,845
40 99.69 90.90 8.79 9.5% 1.13 1.2% 24% False False 15,691
60 99.69 88.74 10.95 11.8% 1.05 1.1% 39% False False 12,131
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.51
2.618 95.80
1.618 94.75
1.000 94.10
0.618 93.70
HIGH 93.05
0.618 92.65
0.500 92.53
0.382 92.40
LOW 92.00
0.618 91.35
1.000 90.95
1.618 90.30
2.618 89.25
4.250 87.54
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 92.82 92.64
PP 92.67 92.31
S1 92.53 91.98

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

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