NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 18-Mar-2013

Day Change Summary
	Previous	Current
	15-Mar-2013	18-Mar-2013	Change	Change %	Previous Week
Open	92.85	92.52	-0.33	-0.4%	92.10
High	93.34	93.55	0.21	0.2%	93.43
Low	92.85	92.01	-0.84	-0.9%	91.56
Close	93.26	93.49	0.23	0.2%	93.26
Range	0.49	1.54	1.05	214.3%	1.87
ATR	1.02	1.06	0.04	3.7%	0.00
Volume	3,125	3,572	447	14.3%	24,707

Daily Pivots for day following 18-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.64	97.10	94.34
R3	96.10	95.56	93.91
R2	94.56	94.56	93.77
R1	94.02	94.02	93.63	94.29
PP	93.02	93.02	93.02	93.15
S1	92.48	92.48	93.35	92.75
S2	91.48	91.48	93.21
S3	89.94	90.94	93.07
S4	88.40	89.40	92.64

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.36	97.68	94.29
R3	96.49	95.81	93.77
R2	94.62	94.62	93.60
R1	93.94	93.94	93.43	94.28
PP	92.75	92.75	92.75	92.92
S1	92.07	92.07	93.09	92.41
S2	90.88	90.88	92.92
S3	89.01	90.20	92.75
S4	87.14	88.33	92.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.55	92.01	1.54	1.6%	0.96	1.0%	96%	True	True	4,821
10	93.55	90.56	2.99	3.2%	0.91	1.0%	98%	True	False	5,021
20	98.02	90.56	7.46	8.0%	1.01	1.1%	39%	False	False	4,596

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	100.10
2.618	97.58
1.618	96.04
1.000	95.09
0.618	94.50
HIGH	93.55
0.618	92.96
0.500	92.78
0.382	92.60
LOW	92.01
0.618	91.06
1.000	90.47
1.618	89.52
2.618	87.98
4.250	85.47

Fisher Pivots for day following 18-Mar-2013
Pivot	1 day	3 day
R1	93.25	93.25
PP	93.02	93.02
S1	92.78	92.78

Download as Excel Spreadsheet

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

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