NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 06-Mar-2013

Day Change Summary
	Previous	Current
	05-Mar-2013	06-Mar-2013	Change	Change %	Previous Week
Open	90.72	91.23	0.51	0.6%	93.70
High	91.44	91.60	0.16	0.2%	94.90
Low	90.49	90.04	-0.45	-0.5%	90.50
Close	91.28	90.90	-0.38	-0.4%	91.14
Range	0.95	1.56	0.61	64.2%	4.40
ATR	1.56	1.56	0.00	0.0%	0.00
Volume	78,214	63,012	-15,202	-19.4%	259,008

Daily Pivots for day following 06-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	95.53	94.77	91.76
R3	93.97	93.21	91.33
R2	92.41	92.41	91.19
R1	91.65	91.65	91.04	91.25
PP	90.85	90.85	90.85	90.65
S1	90.09	90.09	90.76	89.69
S2	89.29	89.29	90.61
S3	87.73	88.53	90.47
S4	86.17	86.97	90.04

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.38	102.66	93.56
R3	100.98	98.26	92.35
R2	96.58	96.58	91.95
R1	93.86	93.86	91.54	93.02
PP	92.18	92.18	92.18	91.76
S1	89.46	89.46	90.74	88.62
S2	87.78	87.78	90.33
S3	83.38	85.06	89.93
S4	78.98	80.66	88.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.56	89.78	3.78	4.2%	1.50	1.7%	30%	False	False	64,921
10	95.33	89.78	5.55	6.1%	1.57	1.7%	20%	False	False	64,170
20	99.10	89.78	9.32	10.3%	1.63	1.8%	12%	False	False	62,901
40	99.10	89.78	9.32	10.3%	1.47	1.6%	12%	False	False	52,816
60	99.10	87.62	11.48	12.6%	1.38	1.5%	29%	False	False	41,435
80	99.10	86.99	12.11	13.3%	1.43	1.6%	32%	False	False	34,235
100	99.10	86.95	12.15	13.4%	1.49	1.6%	33%	False	False	29,077
120	101.54	86.95	14.59	16.1%	1.54	1.7%	27%	False	False	25,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.23
2.618	95.68
1.618	94.12
1.000	93.16
0.618	92.56
HIGH	91.60
0.618	91.00
0.500	90.82
0.382	90.64
LOW	90.04
0.618	89.08
1.000	88.48
1.618	87.52
2.618	85.96
4.250	83.41

Fisher Pivots for day following 06-Mar-2013
Pivot	1 day	3 day
R1	90.87	90.83
PP	90.85	90.76
S1	90.82	90.69

Download as Excel Spreadsheet

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

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