NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 03-Apr-2013

Day Change Summary
	Previous	Current
	02-Apr-2013	03-Apr-2013	Change	Change %	Previous Week
Open	95.93	96.05	0.12	0.1%	92.56
High	96.43	96.05	-0.38	-0.4%	95.95
Low	95.19	93.46	-1.73	-1.8%	92.53
Close	96.28	93.74	-2.54	-2.6%	95.89
Range	1.24	2.59	1.35	108.9%	3.42
ATR	1.29	1.40	0.11	8.5%	0.00
Volume	43,872	44,246	374	0.9%	230,029

Daily Pivots for day following 03-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.19	100.55	95.16
R3	99.60	97.96	94.45
R2	97.01	97.01	94.21
R1	95.37	95.37	93.98	94.90
PP	94.42	94.42	94.42	94.18
S1	92.78	92.78	93.50	92.31
S2	91.83	91.83	93.27
S3	89.24	90.19	93.03
S4	86.65	87.60	92.32

Weekly Pivots for week ending 29-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.05	103.89	97.77
R3	101.63	100.47	96.83
R2	98.21	98.21	96.52
R1	97.05	97.05	96.20	97.63
PP	94.79	94.79	94.79	95.08
S1	93.63	93.63	95.58	94.21
S2	91.37	91.37	95.26
S3	87.95	90.21	94.95
S4	84.53	86.79	94.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.43	93.46	2.97	3.2%	1.41	1.5%	9%	False	True	47,836
10	96.43	91.19	5.24	5.6%	1.38	1.5%	49%	False	False	47,731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	107.06
2.618	102.83
1.618	100.24
1.000	98.64
0.618	97.65
HIGH	96.05
0.618	95.06
0.500	94.76
0.382	94.45
LOW	93.46
0.618	91.86
1.000	90.87
1.618	89.27
2.618	86.68
4.250	82.45

Fisher Pivots for day following 03-Apr-2013
Pivot	1 day	3 day
R1	94.76	94.95
PP	94.42	94.54
S1	94.08	94.14

Download as Excel Spreadsheet

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

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