NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 23-Apr-2013

Day Change Summary
	Previous	Current
	22-Apr-2013	23-Apr-2013	Change	Change %	Previous Week
Open	88.35	89.69	1.34	1.5%	91.52
High	89.70	89.70	0.00	0.0%	91.52
Low	88.06	88.28	0.22	0.2%	86.26
Close	89.51	89.52	0.01	0.0%	88.43
Range	1.64	1.42	-0.22	-13.4%	5.26
ATR	1.85	1.82	-0.03	-1.7%	0.00
Volume	17,951	27,257	9,306	51.8%	195,147

Daily Pivots for day following 23-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	93.43	92.89	90.30
R3	92.01	91.47	89.91
R2	90.59	90.59	89.78
R1	90.05	90.05	89.65	89.61
PP	89.17	89.17	89.17	88.95
S1	88.63	88.63	89.39	88.19
S2	87.75	87.75	89.26
S3	86.33	87.21	89.13
S4	84.91	85.79	88.74

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	104.52	101.73	91.32
R3	99.26	96.47	89.88
R2	94.00	94.00	89.39
R1	91.21	91.21	88.91	89.98
PP	88.74	88.74	88.74	88.12
S1	85.95	85.95	87.95	84.72
S2	83.48	83.48	87.47
S3	78.22	80.69	86.98
S4	72.96	75.43	85.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.70	86.26	3.44	3.8%	1.95	2.2%	95%	True	False	29,676
10	95.23	86.26	8.97	10.0%	2.15	2.4%	36%	False	False	31,038
20	97.66	86.26	11.40	12.7%	1.82	2.0%	29%	False	False	28,064
40	97.66	86.26	11.40	12.7%	1.53	1.7%	29%	False	False	21,694
60	99.69	86.26	13.43	15.0%	1.43	1.6%	24%	False	False	20,444
80	99.69	86.26	13.43	15.0%	1.30	1.5%	24%	False	False	17,871

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	0.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.74
2.618	93.42
1.618	92.00
1.000	91.12
0.618	90.58
HIGH	89.70
0.618	89.16
0.500	88.99
0.382	88.82
LOW	88.28
0.618	87.40
1.000	86.86
1.618	85.98
2.618	84.56
4.250	82.25

Fisher Pivots for day following 23-Apr-2013
Pivot	1 day	3 day
R1	89.34	89.31
PP	89.17	89.09
S1	88.99	88.88

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols