NYMEX Light Sweet Crude Oil Future November 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	92.50	92.60	0.10	0.1%	92.10
High	93.01	92.87	-0.14	-0.2%	93.43
Low	92.14	91.73	-0.41	-0.4%	91.56
Close	93.01	92.19	-0.82	-0.9%	93.26
Range	0.87	1.14	0.27	31.0%	1.87
ATR	1.09	1.10	0.01	1.3%	0.00
Volume	5,995	4,087	-1,908	-31.8%	24,707

Daily Pivots for day following 21-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	95.68	95.08	92.82
R3	94.54	93.94	92.50
R2	93.40	93.40	92.40
R1	92.80	92.80	92.29	92.53
PP	92.26	92.26	92.26	92.13
S1	91.66	91.66	92.09	91.39
S2	91.12	91.12	91.98
S3	89.98	90.52	91.88
S4	88.84	89.38	91.56

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	93.69	91.73	1.96	2.1%	1.14	1.2%	23%	False	True	4,518
10	93.69	91.54	2.15	2.3%	1.03	1.1%	30%	False	False	5,169
20	95.03	90.56	4.47	4.8%	0.97	1.1%	36%	False	False	4,753

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.72
2.618	95.85
1.618	94.71
1.000	94.01
0.618	93.57
HIGH	92.87
0.618	92.43
0.500	92.30
0.382	92.17
LOW	91.73
0.618	91.03
1.000	90.59
1.618	89.89
2.618	88.75
4.250	86.89

Fisher Pivots for day following 21-Mar-2013
Pivot	1 day	3 day
R1	92.30	92.71
PP	92.26	92.54
S1	92.23	92.36

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