NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 89.61 89.93 0.32 0.4% 89.89
High 90.28 90.16 -0.12 -0.1% 90.28
Low 89.41 89.73 0.32 0.4% 88.72
Close 90.28 90.16 -0.12 -0.1% 90.28
Range 0.87 0.43 -0.44 -50.6% 1.56
ATR 0.95 0.92 -0.03 -3.0% 0.00
Volume 12,216 8,090 -4,126 -33.8% 33,157
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 91.31 91.16 90.40
R3 90.88 90.73 90.28
R2 90.45 90.45 90.24
R1 90.30 90.30 90.20 90.38
PP 90.02 90.02 90.02 90.05
S1 89.87 89.87 90.12 89.95
S2 89.59 89.59 90.08
S3 89.16 89.44 90.04
S4 88.73 89.01 89.92
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 94.44 93.92 91.14
R3 92.88 92.36 90.71
R2 91.32 91.32 90.57
R1 90.80 90.80 90.42 91.06
PP 89.76 89.76 89.76 89.89
S1 89.24 89.24 90.14 89.50
S2 88.20 88.20 89.99
S3 86.64 87.68 89.85
S4 85.08 86.12 89.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.28 88.72 1.56 1.7% 0.83 0.9% 92% False False 7,083
10 92.35 88.72 3.63 4.0% 0.82 0.9% 40% False False 5,981
20 95.87 88.72 7.15 7.9% 0.91 1.0% 20% False False 7,384
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 91.99
2.618 91.29
1.618 90.86
1.000 90.59
0.618 90.43
HIGH 90.16
0.618 90.00
0.500 89.95
0.382 89.89
LOW 89.73
0.618 89.46
1.000 89.30
1.618 89.03
2.618 88.60
4.250 87.90
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 90.09 90.00
PP 90.02 89.85
S1 89.95 89.69

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

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