NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 94.67 93.56 -1.11 -1.2% 93.01
High 94.67 93.56 -1.11 -1.2% 94.83
Low 93.32 90.90 -2.42 -2.6% 90.90
Close 93.70 91.67 -2.03 -2.2% 91.67
Range 1.35 2.66 1.31 97.0% 3.93
ATR 1.35 1.46 0.10 7.6% 0.00
Volume 8,769 10,382 1,613 18.4% 47,491
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 100.02 98.51 93.13
R3 97.36 95.85 92.40
R2 94.70 94.70 92.16
R1 93.19 93.19 91.91 92.62
PP 92.04 92.04 92.04 91.76
S1 90.53 90.53 91.43 89.96
S2 89.38 89.38 91.18
S3 86.72 87.87 90.94
S4 84.06 85.21 90.21
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 104.26 101.89 93.83
R3 100.33 97.96 92.75
R2 96.40 96.40 92.39
R1 94.03 94.03 92.03 93.25
PP 92.47 92.47 92.47 92.08
S1 90.10 90.10 91.31 89.32
S2 88.54 88.54 90.95
S3 84.61 86.17 90.59
S4 80.68 82.24 89.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.83 90.90 3.93 4.3% 1.52 1.7% 20% False True 9,498
10 97.26 90.90 6.36 6.9% 1.62 1.8% 12% False True 9,112
20 97.26 90.90 6.36 6.9% 1.42 1.5% 12% False True 8,371
40 99.07 90.65 8.42 9.2% 1.27 1.4% 12% False False 7,378
60 99.41 90.65 8.76 9.6% 1.11 1.2% 12% False False 7,550
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 0.20
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 104.87
2.618 100.52
1.618 97.86
1.000 96.22
0.618 95.20
HIGH 93.56
0.618 92.54
0.500 92.23
0.382 91.92
LOW 90.90
0.618 89.26
1.000 88.24
1.618 86.60
2.618 83.94
4.250 79.60
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 92.23 92.87
PP 92.04 92.47
S1 91.86 92.07

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

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