NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 91.83 91.94 0.11 0.1% 90.71
High 92.15 93.47 1.32 1.4% 92.03
Low 90.89 91.60 0.71 0.8% 89.33
Close 92.06 92.54 0.48 0.5% 91.95
Range 1.26 1.87 0.61 48.4% 2.70
ATR 1.55 1.57 0.02 1.5% 0.00
Volume 194,607 283,114 88,507 45.5% 1,140,032
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.15 97.21 93.57
R3 96.28 95.34 93.05
R2 94.41 94.41 92.88
R1 93.47 93.47 92.71 93.94
PP 92.54 92.54 92.54 92.77
S1 91.60 91.60 92.37 92.07
S2 90.67 90.67 92.20
S3 88.80 89.73 92.03
S4 86.93 87.86 91.51
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.20 98.28 93.44
R3 96.50 95.58 92.69
R2 93.80 93.80 92.45
R1 92.88 92.88 92.20 93.34
PP 91.10 91.10 91.10 91.34
S1 90.18 90.18 91.70 90.64
S2 88.40 88.40 91.46
S3 85.70 87.48 91.21
S4 83.00 84.78 90.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.47 89.55 3.92 4.2% 1.49 1.6% 76% True False 235,354
10 93.47 89.33 4.14 4.5% 1.47 1.6% 78% True False 228,585
20 98.65 89.33 9.32 10.1% 1.62 1.8% 34% False False 217,310
40 98.66 89.33 9.33 10.1% 1.54 1.7% 34% False False 146,509
60 98.66 87.47 11.19 12.1% 1.45 1.6% 45% False False 107,459
80 98.66 86.86 11.80 12.8% 1.50 1.6% 48% False False 85,594
100 98.66 86.42 12.24 13.2% 1.56 1.7% 50% False False 70,918
120 98.66 86.42 12.24 13.2% 1.62 1.7% 50% False False 60,300
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 0.32
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.42
2.618 98.37
1.618 96.50
1.000 95.34
0.618 94.63
HIGH 93.47
0.618 92.76
0.500 92.54
0.382 92.31
LOW 91.60
0.618 90.44
1.000 89.73
1.618 88.57
2.618 86.70
4.250 83.65
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 92.54 92.41
PP 92.54 92.28
S1 92.54 92.15

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

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