NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 96.93 94.50 -2.43 -2.5% 93.72
High 96.96 94.84 -2.12 -2.2% 97.35
Low 94.18 92.12 -2.06 -2.2% 93.70
Close 94.45 93.26 -1.19 -1.3% 97.23
Range 2.78 2.72 -0.06 -2.2% 3.65
ATR 1.66 1.73 0.08 4.6% 0.00
Volume 302,235 355,321 53,086 17.6% 867,163
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.57 100.13 94.76
R3 98.85 97.41 94.01
R2 96.13 96.13 93.76
R1 94.69 94.69 93.51 94.05
PP 93.41 93.41 93.41 93.09
S1 91.97 91.97 93.01 91.33
S2 90.69 90.69 92.76
S3 87.97 89.25 92.51
S4 85.25 86.53 91.76
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 92.12 5.68 6.1% 2.00 2.1% 20% False True 246,843
10 97.80 91.84 5.96 6.4% 1.83 2.0% 24% False False 234,378
20 97.80 90.70 7.10 7.6% 1.66 1.8% 36% False False 185,540
40 99.10 89.78 9.32 10.0% 1.64 1.8% 37% False False 124,221
60 99.10 89.78 9.32 10.0% 1.53 1.6% 37% False False 97,057
80 99.10 87.62 11.48 12.3% 1.45 1.6% 49% False False 77,461
100 99.10 86.99 12.11 13.0% 1.47 1.6% 52% False False 64,496
120 99.10 86.95 12.15 13.0% 1.52 1.6% 52% False False 55,154
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 False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.40
2.618 101.96
1.618 99.24
1.000 97.56
0.618 96.52
HIGH 94.84
0.618 93.80
0.500 93.48
0.382 93.16
LOW 92.12
0.618 90.44
1.000 89.40
1.618 87.72
2.618 85.00
4.250 80.56
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 93.48 94.78
PP 93.41 94.27
S1 93.33 93.77

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

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