NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 93.39 93.62 0.23 0.2% 92.32
High 94.20 94.32 0.12 0.1% 94.20
Low 93.36 92.14 -1.22 -1.3% 91.36
Close 93.82 94.11 0.29 0.3% 93.82
Range 0.84 2.18 1.34 159.5% 2.84
ATR 1.46 1.51 0.05 3.5% 0.00
Volume 107,528 158,197 50,669 47.1% 491,681
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.06 99.27 95.31
R3 97.88 97.09 94.71
R2 95.70 95.70 94.51
R1 94.91 94.91 94.31 95.31
PP 93.52 93.52 93.52 93.72
S1 92.73 92.73 93.91 93.13
S2 91.34 91.34 93.71
S3 89.16 90.55 93.51
S4 86.98 88.37 92.91
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.65 100.57 95.38
R3 98.81 97.73 94.60
R2 95.97 95.97 94.34
R1 94.89 94.89 94.08 95.43
PP 93.13 93.13 93.13 93.40
S1 92.05 92.05 93.56 92.59
S2 90.29 90.29 93.30
S3 87.45 89.21 93.04
S4 84.61 86.37 92.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.32 92.05 2.27 2.4% 1.52 1.6% 91% True False 112,044
10 94.32 90.04 4.28 4.5% 1.41 1.5% 95% True False 99,463
20 97.92 89.78 8.14 8.6% 1.59 1.7% 53% False False 80,532
40 99.10 89.78 9.32 9.9% 1.49 1.6% 46% False False 68,182
60 99.10 89.65 9.45 10.0% 1.44 1.5% 47% False False 52,811
80 99.10 87.62 11.48 12.2% 1.42 1.5% 57% False False 43,725
100 99.10 86.95 12.15 12.9% 1.49 1.6% 59% False False 37,025
120 99.10 86.95 12.15 12.9% 1.52 1.6% 59% False False 31,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 103.59
2.618 100.03
1.618 97.85
1.000 96.50
0.618 95.67
HIGH 94.32
0.618 93.49
0.500 93.23
0.382 92.97
LOW 92.14
0.618 90.79
1.000 89.96
1.618 88.61
2.618 86.43
4.250 82.88
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 93.82 93.82
PP 93.52 93.52
S1 93.23 93.23

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

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