NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 21-Mar-2013

Day Change Summary
	Previous	Current
	20-Mar-2013	21-Mar-2013	Change	Change %	Previous Week
Open	92.77	93.43	0.66	0.7%	92.63
High	93.82	93.69	-0.13	-0.1%	94.18
Low	92.77	92.32	-0.45	-0.5%	92.04
Close	93.75	92.86	-0.89	-0.9%	93.98
Range	1.05	1.37	0.32	30.5%	2.14
ATR	1.28	1.29	0.01	0.9%	0.00
Volume	17,297	15,751	-1,546	-8.9%	91,026

Daily Pivots for day following 21-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.07	96.33	93.61
R3	95.70	94.96	93.24
R2	94.33	94.33	93.11
R1	93.59	93.59	92.99	93.28
PP	92.96	92.96	92.96	92.80
S1	92.22	92.22	92.73	91.91
S2	91.59	91.59	92.61
S3	90.22	90.85	92.48
S4	88.85	89.48	92.11

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.82	99.04	95.16
R3	97.68	96.90	94.57
R2	95.54	95.54	94.37
R1	94.76	94.76	94.18	95.15
PP	93.40	93.40	93.40	93.60
S1	92.62	92.62	93.78	93.01
S2	91.26	91.26	93.59
S3	89.12	90.48	93.39
S4	86.98	88.34	92.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.53	92.32	2.21	2.4%	1.36	1.5%	24%	False	True	15,111
10	94.53	92.00	2.53	2.7%	1.30	1.4%	34%	False	False	18,463
20	95.62	90.90	4.72	5.1%	1.22	1.3%	42%	False	False	15,060
40	99.69	90.90	8.79	9.5%	1.23	1.3%	22%	False	False	16,857
60	99.69	90.77	8.92	9.6%	1.11	1.2%	23%	False	False	14,053

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.51
2.618	97.28
1.618	95.91
1.000	95.06
0.618	94.54
HIGH	93.69
0.618	93.17
0.500	93.01
0.382	92.84
LOW	92.32
0.618	91.47
1.000	90.95
1.618	90.10
2.618	88.73
4.250	86.50

Fisher Pivots for day following 21-Mar-2013
Pivot	1 day	3 day
R1	93.01	93.43
PP	92.96	93.24
S1	92.91	93.05

Download as Excel Spreadsheet

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

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