NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 96.68 97.36 0.68 0.7% 93.72
High 97.35 97.80 0.45 0.5% 97.35
Low 96.26 95.92 -0.34 -0.4% 93.70
Close 97.23 97.07 -0.16 -0.2% 97.23
Range 1.09 1.88 0.79 72.5% 3.65
ATR 1.53 1.56 0.02 1.6% 0.00
Volume 174,390 192,396 18,006 10.3% 867,163
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 102.57 101.70 98.10
R3 100.69 99.82 97.59
R2 98.81 98.81 97.41
R1 97.94 97.94 97.24 97.44
PP 96.93 96.93 96.93 96.68
S1 96.06 96.06 96.90 95.56
S2 95.05 95.05 96.73
S3 93.17 94.18 96.55
S4 91.29 92.30 96.04
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 107.04 105.79 99.24
R3 103.39 102.14 98.23
R2 99.74 99.74 97.90
R1 98.49 98.49 97.56 99.12
PP 96.09 96.09 96.09 96.41
S1 94.84 94.84 96.90 95.47
S2 92.44 92.44 96.56
S3 88.79 91.19 96.23
S4 85.14 87.54 95.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.80 93.70 4.10 4.2% 1.59 1.6% 82% True False 211,911
10 97.80 91.84 5.96 6.1% 1.67 1.7% 88% True False 214,817
20 97.80 89.78 8.02 8.3% 1.51 1.6% 91% True False 152,923
40 99.10 89.78 9.32 9.6% 1.57 1.6% 78% False False 106,728
60 99.10 89.78 9.32 9.6% 1.46 1.5% 78% False False 83,824
80 99.10 87.62 11.48 11.8% 1.43 1.5% 82% False False 67,247
100 99.10 86.95 12.15 12.5% 1.49 1.5% 83% False False 56,250
120 99.10 86.95 12.15 12.5% 1.51 1.6% 83% False False 48,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.79
2.618 102.72
1.618 100.84
1.000 99.68
0.618 98.96
HIGH 97.80
0.618 97.08
0.500 96.86
0.382 96.64
LOW 95.92
0.618 94.76
1.000 94.04
1.618 92.88
2.618 91.00
4.250 87.93
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 97.00 96.94
PP 96.93 96.82
S1 96.86 96.69

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

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