NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 06-Mar-2013

Day Change Summary
	Previous	Current
	05-Mar-2013	06-Mar-2013	Change	Change %	Previous Week
Open	89.49	89.70	0.21	0.2%	92.56
High	90.01	89.93	-0.08	-0.1%	92.76
Low	89.23	88.72	-0.51	-0.6%	89.39
Close	89.95	89.31	-0.64	-0.7%	89.88
Range	0.78	1.21	0.43	55.1%	3.37
ATR	0.94	0.97	0.02	2.2%	0.00
Volume	2,194	6,328	4,134	188.4%	22,399

Daily Pivots for day following 06-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	92.95	92.34	89.98
R3	91.74	91.13	89.64
R2	90.53	90.53	89.53
R1	89.92	89.92	89.42	89.62
PP	89.32	89.32	89.32	89.17
S1	88.71	88.71	89.20	88.41
S2	88.11	88.11	89.09
S3	86.90	87.50	88.98
S4	85.69	86.29	88.64

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.79	98.70	91.73
R3	97.42	95.33	90.81
R2	94.05	94.05	90.50
R1	91.96	91.96	90.19	91.32
PP	90.68	90.68	90.68	90.36
S1	88.59	88.59	89.57	87.95
S2	87.31	87.31	89.26
S3	83.94	85.22	88.95
S4	80.57	81.85	88.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.39	88.72	2.67	3.0%	0.92	1.0%	22%	False	True	4,799
10	93.22	88.72	4.50	5.0%	0.94	1.1%	13%	False	True	5,292
20	95.87	88.72	7.15	8.0%	0.90	1.0%	8%	False	True	7,624

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	0.13
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	95.07
2.618	93.10
1.618	91.89
1.000	91.14
0.618	90.68
HIGH	89.93
0.618	89.47
0.500	89.33
0.382	89.18
LOW	88.72
0.618	87.97
1.000	87.51
1.618	86.76
2.618	85.55
4.250	83.58

Fisher Pivots for day following 06-Mar-2013
Pivot	1 day	3 day
R1	89.33	89.37
PP	89.32	89.35
S1	89.32	89.33

Download as Excel Spreadsheet

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

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