NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 94.75 96.18 1.43 1.5% 93.62
High 96.45 96.84 0.39 0.4% 94.47
Low 94.67 95.58 0.91 1.0% 91.84
Close 96.34 96.58 0.24 0.2% 93.71
Range 1.78 1.26 -0.52 -29.2% 2.63
ATR 1.59 1.57 -0.02 -1.5% 0.00
Volume 214,345 207,777 -6,568 -3.1% 1,088,617
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.11 99.61 97.27
R3 98.85 98.35 96.93
R2 97.59 97.59 96.81
R1 97.09 97.09 96.70 97.34
PP 96.33 96.33 96.33 96.46
S1 95.83 95.83 96.46 96.08
S2 95.07 95.07 96.35
S3 93.81 94.57 96.23
S4 92.55 93.31 95.89
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 96.84 91.84 5.00 5.2% 1.66 1.7% 95% True False 221,914
10 96.84 91.84 5.00 5.2% 1.58 1.6% 95% True False 198,040
20 96.84 89.78 7.06 7.3% 1.53 1.6% 96% True False 140,060
40 99.10 89.78 9.32 9.7% 1.55 1.6% 73% False False 99,420
60 99.10 89.78 9.32 9.7% 1.47 1.5% 73% False False 78,091
80 99.10 87.62 11.48 11.9% 1.42 1.5% 78% False False 63,085
100 99.10 86.95 12.15 12.6% 1.50 1.5% 79% False False 52,772
120 99.10 86.95 12.15 12.6% 1.53 1.6% 79% False False 45,173
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.20
2.618 100.14
1.618 98.88
1.000 98.10
0.618 97.62
HIGH 96.84
0.618 96.36
0.500 96.21
0.382 96.06
LOW 95.58
0.618 94.80
1.000 94.32
1.618 93.54
2.618 92.28
4.250 90.23
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 96.46 96.14
PP 96.33 95.71
S1 96.21 95.27

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

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