NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 22-Mar-2013
Day Change Summary
Previous Current
21-Mar-2013 22-Mar-2013 Change Change % Previous Week
Open 93.40 92.33 -1.07 -1.1% 93.62
High 93.53 93.94 0.41 0.4% 94.47
Low 91.84 92.33 0.49 0.5% 91.84
Close 92.45 93.71 1.26 1.4% 93.71
Range 1.69 1.61 -0.08 -4.7% 2.63
ATR 1.54 1.55 0.00 0.3% 0.00
Volume 214,131 202,666 -11,465 -5.4% 1,088,617
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.16 97.54 94.60
R3 96.55 95.93 94.15
R2 94.94 94.94 94.01
R1 94.32 94.32 93.86 94.63
PP 93.33 93.33 93.33 93.48
S1 92.71 92.71 93.56 93.02
S2 91.72 91.72 93.41
S3 90.11 91.10 93.27
S4 88.50 89.49 92.82
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.23 100.10 95.16
R3 98.60 97.47 94.43
R2 95.97 95.97 94.19
R1 94.84 94.84 93.95 95.41
PP 93.34 93.34 93.34 93.62
S1 92.21 92.21 93.47 92.78
S2 90.71 90.71 93.23
S3 88.08 89.58 92.99
S4 85.45 86.95 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% 1.75 1.9% 71% False False 217,723
10 94.47 91.36 3.11 3.3% 1.55 1.6% 76% False False 158,029
20 94.90 89.78 5.12 5.5% 1.53 1.6% 77% False False 112,895
40 99.10 89.78 9.32 9.9% 1.52 1.6% 42% False False 85,333
60 99.10 89.78 9.32 9.9% 1.46 1.6% 42% False False 67,171
80 99.10 87.62 11.48 12.3% 1.42 1.5% 53% False False 54,837
100 99.10 86.95 12.15 13.0% 1.48 1.6% 56% False False 46,062
120 99.10 86.95 12.15 13.0% 1.53 1.6% 56% False False 39,456
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.78
2.618 98.15
1.618 96.54
1.000 95.55
0.618 94.93
HIGH 93.94
0.618 93.32
0.500 93.14
0.382 92.95
LOW 92.33
0.618 91.34
1.000 90.72
1.618 89.73
2.618 88.12
4.250 85.49
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 93.52 93.44
PP 93.33 93.16
S1 93.14 92.89

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

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