NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 92.42 93.40 0.98 1.1% 92.32
High 93.60 93.53 -0.07 -0.1% 94.20
Low 92.42 91.84 -0.58 -0.6% 91.36
Close 93.50 92.45 -1.05 -1.1% 93.82
Range 1.18 1.69 0.51 43.2% 2.84
ATR 1.53 1.54 0.01 0.7% 0.00
Volume 226,790 214,131 -12,659 -5.6% 491,681
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 97.68 96.75 93.38
R3 95.99 95.06 92.91
R2 94.30 94.30 92.76
R1 93.37 93.37 92.60 92.99
PP 92.61 92.61 92.61 92.42
S1 91.68 91.68 92.30 91.30
S2 90.92 90.92 92.14
S3 89.23 89.99 91.99
S4 87.54 88.30 91.52
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.65 100.57 95.38
R3 98.81 97.73 94.60
R2 95.97 95.97 94.34
R1 94.89 94.89 94.08 95.43
PP 93.13 93.13 93.13 93.40
S1 92.05 92.05 93.56 92.59
S2 90.29 90.29 93.30
S3 87.45 89.21 93.04
S4 84.61 86.37 92.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.47 91.84 2.63 2.8% 1.60 1.7% 23% False True 198,695
10 94.47 91.30 3.17 3.4% 1.50 1.6% 36% False False 148,717
20 94.90 89.78 5.12 5.5% 1.50 1.6% 52% False False 106,781
40 99.10 89.78 9.32 10.1% 1.52 1.6% 29% False False 83,605
60 99.10 89.78 9.32 10.1% 1.44 1.6% 29% False False 64,033
80 99.10 87.62 11.48 12.4% 1.41 1.5% 42% False False 52,341
100 99.10 86.95 12.15 13.1% 1.48 1.6% 45% False False 44,099
120 99.10 86.95 12.15 13.1% 1.52 1.6% 45% False False 37,798
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 True
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.71
2.618 97.95
1.618 96.26
1.000 95.22
0.618 94.57
HIGH 93.53
0.618 92.88
0.500 92.69
0.382 92.49
LOW 91.84
0.618 90.80
1.000 90.15
1.618 89.11
2.618 87.42
4.250 84.66
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 92.69 93.16
PP 92.61 92.92
S1 92.53 92.69

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

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