NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 14-Mar-2013

Day Change Summary
	Previous	Current
	13-Mar-2013	14-Mar-2013	Change	Change %	Previous Week
Open	92.95	92.63	-0.32	-0.3%	91.58
High	93.42	93.27	-0.15	-0.2%	92.78
Low	92.50	92.54	0.04	0.0%	90.65
Close	92.73	93.16	0.43	0.5%	92.75
Range	0.92	0.73	-0.19	-20.7%	2.13
ATR	1.12	1.10	-0.03	-2.5%	0.00
Volume	10,197	8,102	-2,095	-20.5%	30,980

Daily Pivots for day following 14-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	95.18	94.90	93.56
R3	94.45	94.17	93.36
R2	93.72	93.72	93.29
R1	93.44	93.44	93.23	93.58
PP	92.99	92.99	92.99	93.06
S1	92.71	92.71	93.09	92.85
S2	92.26	92.26	93.03
S3	91.53	91.98	92.96
S4	90.80	91.25	92.76

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.45	97.73	93.92
R3	96.32	95.60	93.34
R2	94.19	94.19	93.14
R1	93.47	93.47	92.95	93.83
PP	92.06	92.06	92.06	92.24
S1	91.34	91.34	92.55	91.70
S2	89.93	89.93	92.36
S3	87.80	89.21	92.16
S4	85.67	87.08	91.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.87	91.84	2.03	2.2%	0.99	1.1%	65%	False	False	8,015
10	93.87	90.65	3.22	3.5%	0.96	1.0%	78%	False	False	6,614
20	99.07	90.65	8.42	9.0%	1.12	1.2%	30%	False	False	6,384
40	99.41	90.65	8.76	9.4%	0.96	1.0%	29%	False	False	7,139

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	96.37
2.618	95.18
1.618	94.45
1.000	94.00
0.618	93.72
HIGH	93.27
0.618	92.99
0.500	92.91
0.382	92.82
LOW	92.54
0.618	92.09
1.000	91.81
1.618	91.36
2.618	90.63
4.250	89.44

Fisher Pivots for day following 14-Mar-2013
Pivot	1 day	3 day
R1	93.08	93.14
PP	92.99	93.12
S1	92.91	93.10

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols