NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 92.67 93.84 1.17 1.3% 88.50
High 94.05 94.08 0.03 0.0% 93.65
Low 92.63 92.46 -0.17 -0.2% 87.95
Close 94.02 93.00 -1.02 -1.1% 92.73
Range 1.42 1.62 0.20 14.1% 5.70
ATR 1.73 1.72 -0.01 -0.5% 0.00
Volume 11,959 13,164 1,205 10.1% 60,142
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.04 97.14 93.89
R3 96.42 95.52 93.45
R2 94.80 94.80 93.30
R1 93.90 93.90 93.15 93.54
PP 93.18 93.18 93.18 93.00
S1 92.28 92.28 92.85 91.92
S2 91.56 91.56 92.70
S3 89.94 90.66 92.55
S4 88.32 89.04 92.11
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 108.54 106.34 95.87
R3 102.84 100.64 94.30
R2 97.14 97.14 93.78
R1 94.94 94.94 93.25 96.04
PP 91.44 91.44 91.44 92.00
S1 89.24 89.24 92.21 90.34
S2 85.74 85.74 91.69
S3 80.04 83.54 91.16
S4 74.34 77.84 89.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.08 89.40 4.68 5.0% 1.83 2.0% 77% True False 14,420
10 94.08 86.47 7.61 8.2% 1.75 1.9% 86% True False 12,360
20 96.71 86.47 10.24 11.0% 1.85 2.0% 64% False False 11,996
40 97.26 86.47 10.79 11.6% 1.48 1.6% 61% False False 9,694
60 99.41 86.47 12.94 13.9% 1.35 1.5% 50% False False 9,091
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.97
2.618 98.32
1.618 96.70
1.000 95.70
0.618 95.08
HIGH 94.08
0.618 93.46
0.500 93.27
0.382 93.08
LOW 92.46
0.618 91.46
1.000 90.84
1.618 89.84
2.618 88.22
4.250 85.58
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 93.27 92.99
PP 93.18 92.99
S1 93.09 92.98

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

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