NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 92.60 93.88 1.28 1.4% 92.92
High 93.54 95.21 1.67 1.8% 94.12
Low 92.56 93.85 1.29 1.4% 92.05
Close 93.49 94.58 1.09 1.2% 93.49
Range 0.98 1.36 0.38 38.8% 2.07
ATR 1.15 1.19 0.04 3.5% 0.00
Volume 4,807 6,960 2,153 44.8% 30,989
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.63 97.96 95.33
R3 97.27 96.60 94.95
R2 95.91 95.91 94.83
R1 95.24 95.24 94.70 95.58
PP 94.55 94.55 94.55 94.71
S1 93.88 93.88 94.46 94.22
S2 93.19 93.19 94.33
S3 91.83 92.52 94.21
S4 90.47 91.16 93.83
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.43 98.53 94.63
R3 97.36 96.46 94.06
R2 95.29 95.29 93.87
R1 94.39 94.39 93.68 94.84
PP 93.22 93.22 93.22 93.45
S1 92.32 92.32 93.30 92.77
S2 91.15 91.15 93.11
S3 89.08 90.25 92.92
S4 87.01 88.18 92.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.21 92.09 3.12 3.3% 1.24 1.3% 80% True False 6,268
10 95.21 92.05 3.16 3.3% 1.19 1.3% 80% True False 6,639
20 95.21 90.65 4.56 4.8% 1.07 1.1% 86% True False 6,233
40 99.41 90.65 8.76 9.3% 1.03 1.1% 45% False False 7,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.99
2.618 98.77
1.618 97.41
1.000 96.57
0.618 96.05
HIGH 95.21
0.618 94.69
0.500 94.53
0.382 94.37
LOW 93.85
0.618 93.01
1.000 92.49
1.618 91.65
2.618 90.29
4.250 88.07
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 94.56 94.27
PP 94.55 93.96
S1 94.53 93.65

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

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