NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 92.46 92.97 0.51 0.6% 91.26
High 93.90 93.78 -0.12 -0.1% 92.50
Low 92.05 92.27 0.22 0.2% 89.78
Close 92.92 92.88 -0.04 0.0% 92.43
Range 1.85 1.51 -0.34 -18.4% 2.72
ATR 1.53 1.53 0.00 -0.1% 0.00
Volume 79,855 123,157 43,302 54.2% 418,605
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 97.51 96.70 93.71
R3 96.00 95.19 93.30
R2 94.49 94.49 93.16
R1 93.68 93.68 93.02 93.33
PP 92.98 92.98 92.98 92.80
S1 92.17 92.17 92.74 91.82
S2 91.47 91.47 92.60
S3 89.96 90.66 92.46
S4 88.45 89.15 92.05
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 93.90 90.70 3.20 3.4% 1.46 1.6% 68% False False 99,238
10 93.90 89.78 4.12 4.4% 1.48 1.6% 75% False False 82,080
20 99.10 89.78 9.32 10.0% 1.60 1.7% 33% False False 71,193
40 99.10 89.78 9.32 10.0% 1.50 1.6% 33% False False 61,719
60 99.10 88.32 10.78 11.6% 1.41 1.5% 42% False False 48,051
80 99.10 87.50 11.60 12.5% 1.43 1.5% 46% False False 39,766
100 99.10 86.95 12.15 13.1% 1.51 1.6% 49% False False 33,716
120 99.10 86.95 12.15 13.1% 1.51 1.6% 49% False False 29,076
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.20
2.618 97.73
1.618 96.22
1.000 95.29
0.618 94.71
HIGH 93.78
0.618 93.20
0.500 93.03
0.382 92.85
LOW 92.27
0.618 91.34
1.000 90.76
1.618 89.83
2.618 88.32
4.250 85.85
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 93.03 92.80
PP 92.98 92.71
S1 92.93 92.63

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

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