NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	89.97	90.46	0.49	0.5%	89.93
High	90.46	91.00	0.54	0.6%	91.15
Low	89.97	90.43	0.46	0.5%	89.73
Close	90.46	90.84	0.38	0.4%	90.84
Range	0.49	0.57	0.08	16.3%	1.42
ATR	0.90	0.87	-0.02	-2.6%	0.00
Volume	19,308	8,206	-11,102	-57.5%	49,459

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	92.47	92.22	91.15
R3	91.90	91.65	91.00
R2	91.33	91.33	90.94
R1	91.08	91.08	90.89	91.21
PP	90.76	90.76	90.76	90.82
S1	90.51	90.51	90.79	90.64
S2	90.19	90.19	90.74
S3	89.62	89.94	90.68
S4	89.05	89.37	90.53

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	94.83	94.26	91.62
R3	93.41	92.84	91.23
R2	91.99	91.99	91.10
R1	91.42	91.42	90.97	91.71
PP	90.57	90.57	90.57	90.72
S1	90.00	90.00	90.71	90.29
S2	89.15	89.15	90.58
S3	87.73	88.58	90.45
S4	86.31	87.16	90.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.15	89.73	1.42	1.6%	0.68	0.8%	78%	False	False	9,891
10	91.15	88.72	2.43	2.7%	0.82	0.9%	87%	False	False	8,261
20	95.66	88.72	6.94	7.6%	0.94	1.0%	31%	False	False	7,358

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.42
2.618	92.49
1.618	91.92
1.000	91.57
0.618	91.35
HIGH	91.00
0.618	90.78
0.500	90.72
0.382	90.65
LOW	90.43
0.618	90.08
1.000	89.86
1.618	89.51
2.618	88.94
4.250	88.01

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	90.80	90.72
PP	90.76	90.60
S1	90.72	90.49

Download as Excel Spreadsheet

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

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