NYMEX Light Sweet Crude Oil Future May 2013


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 91.89 92.32 0.43 0.5% 91.26
High 92.50 92.62 0.12 0.1% 92.50
Low 91.30 91.36 0.06 0.1% 89.78
Close 92.43 92.52 0.09 0.1% 92.43
Range 1.20 1.26 0.06 5.0% 2.72
ATR 1.53 1.51 -0.02 -1.3% 0.00
Volume 109,540 89,654 -19,886 -18.2% 418,605
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.95 95.49 93.21
R3 94.69 94.23 92.87
R2 93.43 93.43 92.75
R1 92.97 92.97 92.64 93.20
PP 92.17 92.17 92.17 92.28
S1 91.71 91.71 92.40 91.94
S2 90.91 90.91 92.29
S3 89.65 90.45 92.17
S4 88.39 89.19 91.83
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.73 98.80 93.93
R3 97.01 96.08 93.18
R2 94.29 94.29 92.93
R1 93.36 93.36 92.68 93.83
PP 91.57 91.57 91.57 91.80
S1 90.64 90.64 92.18 91.11
S2 88.85 88.85 91.93
S3 86.13 87.92 91.68
S4 83.41 85.20 90.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.62 90.04 2.58 2.8% 1.29 1.4% 96% True False 86,881
10 93.84 89.78 4.06 4.4% 1.40 1.5% 67% False False 72,156
20 99.10 89.78 9.32 10.1% 1.59 1.7% 29% False False 68,055
40 99.10 89.78 9.32 10.1% 1.48 1.6% 29% False False 58,594
60 99.10 87.99 11.11 12.0% 1.40 1.5% 41% False False 45,474
80 99.10 87.50 11.60 12.5% 1.42 1.5% 43% False False 37,476
100 99.10 86.95 12.15 13.1% 1.50 1.6% 46% False False 31,789
120 99.10 86.95 12.15 13.1% 1.52 1.6% 46% False False 27,449
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.98
2.618 95.92
1.618 94.66
1.000 93.88
0.618 93.40
HIGH 92.62
0.618 92.14
0.500 91.99
0.382 91.84
LOW 91.36
0.618 90.58
1.000 90.10
1.618 89.32
2.618 88.06
4.250 86.01
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 92.34 92.23
PP 92.17 91.95
S1 91.99 91.66

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

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