NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 01-Apr-2013

Day Change Summary
	Previous	Current
	28-Mar-2013	01-Apr-2013	Change	Change %	Previous Week
Open	92.65	92.84	0.19	0.2%	90.98
High	93.35	93.72	0.37	0.4%	93.35
Low	92.56	92.79	0.23	0.2%	90.61
Close	93.28	93.72	0.44	0.5%	93.28
Range	0.79	0.93	0.14	17.7%	2.74
ATR	0.94	0.94	0.00	-0.1%	0.00
Volume	10,236	9,492	-744	-7.3%	39,549

Daily Pivots for day following 01-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.20	95.89	94.23
R3	95.27	94.96	93.98
R2	94.34	94.34	93.89
R1	94.03	94.03	93.81	94.19
PP	93.41	93.41	93.41	93.49
S1	93.10	93.10	93.63	93.26
S2	92.48	92.48	93.55
S3	91.55	92.17	93.46
S4	90.62	91.24	93.21

Weekly Pivots for week ending 29-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.63	99.70	94.79
R3	97.89	96.96	94.03
R2	95.15	95.15	93.78
R1	94.22	94.22	93.53	94.69
PP	92.41	92.41	92.41	92.65
S1	91.48	91.48	93.03	91.95
S2	89.67	89.67	92.78
S3	86.93	88.74	92.53
S4	84.19	86.00	91.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.72	90.61	3.11	3.3%	0.97	1.0%	100%	True	False	9,808
10	93.72	89.44	4.28	4.6%	1.00	1.1%	100%	True	False	8,566
20	93.72	88.72	5.00	5.3%	0.91	1.0%	100%	True	False	8,414

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 3 trading days

Fibonacci Retracements and Extensions
4.250	97.67
2.618	96.15
1.618	95.22
1.000	94.65
0.618	94.29
HIGH	93.72
0.618	93.36
0.500	93.26
0.382	93.15
LOW	92.79
0.618	92.22
1.000	91.86
1.618	91.29
2.618	90.36
4.250	88.84

Fisher Pivots for day following 01-Apr-2013
Pivot	1 day	3 day
R1	93.57	93.44
PP	93.41	93.15
S1	93.26	92.87

Download as Excel Spreadsheet

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

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