NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 01-Apr-2013

Day Change Summary
	Previous	Current
	28-Mar-2013	01-Apr-2013	Change	Change %	Previous Week
Open	96.41	97.17	0.76	0.8%	93.88
High	96.91	97.17	0.26	0.3%	96.91
Low	96.00	95.88	-0.12	-0.1%	93.85
Close	96.88	97.04	0.16	0.2%	96.88
Range	0.91	1.29	0.38	41.8%	3.06
ATR	1.18	1.19	0.01	0.7%	0.00
Volume	9,818	6,131	-3,687	-37.6%	41,616

Daily Pivots for day following 01-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.57	100.09	97.75
R3	99.28	98.80	97.39
R2	97.99	97.99	97.28
R1	97.51	97.51	97.16	97.11
PP	96.70	96.70	96.70	96.49
S1	96.22	96.22	96.92	95.82
S2	95.41	95.41	96.80
S3	94.12	94.93	96.69
S4	92.83	93.64	96.33

Weekly Pivots for week ending 29-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.06	104.03	98.56
R3	102.00	100.97	97.72
R2	98.94	98.94	97.44
R1	97.91	97.91	97.16	98.43
PP	95.88	95.88	95.88	96.14
S1	94.85	94.85	96.60	95.37
S2	92.82	92.82	96.32
S3	89.76	91.79	96.04
S4	86.70	88.73	95.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.17	93.85	3.32	3.4%	1.22	1.3%	96%	True	False	9,549
10	97.17	92.05	5.12	5.3%	1.28	1.3%	97%	True	False	7,873
20	97.17	90.65	6.52	6.7%	1.11	1.1%	98%	True	False	7,199
40	99.41	90.65	8.76	9.0%	1.09	1.1%	73%	False	False	7,579

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	102.65
2.618	100.55
1.618	99.26
1.000	98.46
0.618	97.97
HIGH	97.17
0.618	96.68
0.500	96.53
0.382	96.37
LOW	95.88
0.618	95.08
1.000	94.59
1.618	93.79
2.618	92.50
4.250	90.40

Fisher Pivots for day following 01-Apr-2013
Pivot	1 day	3 day
R1	96.87	96.78
PP	96.70	96.52
S1	96.53	96.26

Download as Excel Spreadsheet

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

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