NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 97.00 96.93 -0.07 -0.1% 93.72
High 97.44 96.96 -0.48 -0.5% 97.35
Low 95.91 94.18 -1.73 -1.8% 93.70
Close 97.19 94.45 -2.74 -2.8% 97.23
Range 1.53 2.78 1.25 81.7% 3.65
ATR 1.55 1.66 0.10 6.7% 0.00
Volume 209,877 302,235 92,358 44.0% 867,163
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 103.54 101.77 95.98
R3 100.76 98.99 95.21
R2 97.98 97.98 94.96
R1 96.21 96.21 94.70 95.71
PP 95.20 95.20 95.20 94.94
S1 93.43 93.43 94.20 92.93
S2 92.42 92.42 93.94
S3 89.64 90.65 93.69
S4 86.86 87.87 92.92
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 94.18 3.62 3.8% 1.71 1.8% 7% False True 217,335
10 97.80 91.84 5.96 6.3% 1.68 1.8% 44% False False 221,525
20 97.80 90.04 7.76 8.2% 1.60 1.7% 57% False False 170,925
40 99.10 89.78 9.32 9.9% 1.60 1.7% 50% False False 116,226
60 99.10 89.78 9.32 9.9% 1.50 1.6% 50% False False 91,750
80 99.10 87.62 11.48 12.2% 1.45 1.5% 59% False False 73,252
100 99.10 86.95 12.15 12.9% 1.49 1.6% 62% False False 61,097
120 99.10 86.95 12.15 12.9% 1.51 1.6% 62% False False 52,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 108.78
2.618 104.24
1.618 101.46
1.000 99.74
0.618 98.68
HIGH 96.96
0.618 95.90
0.500 95.57
0.382 95.24
LOW 94.18
0.618 92.46
1.000 91.40
1.618 89.68
2.618 86.90
4.250 82.37
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 95.57 95.99
PP 95.20 95.48
S1 94.82 94.96

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

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