NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 97.75 97.40 -0.35 -0.4% 94.08
High 98.22 97.93 -0.29 -0.3% 97.98
Low 96.44 96.50 0.06 0.1% 94.08
Close 97.60 97.71 0.11 0.1% 97.64
Range 1.78 1.43 -0.35 -19.7% 3.90
ATR 1.48 1.48 0.00 -0.2% 0.00
Volume 25,100 41,078 15,978 63.7% 174,479
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.67 101.12 98.50
R3 100.24 99.69 98.10
R2 98.81 98.81 97.97
R1 98.26 98.26 97.84 98.54
PP 97.38 97.38 97.38 97.52
S1 96.83 96.83 97.58 97.11
S2 95.95 95.95 97.45
S3 94.52 95.40 97.32
S4 93.09 93.97 96.92
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 108.27 106.85 99.79
R3 104.37 102.95 98.71
R2 100.47 100.47 98.36
R1 99.05 99.05 98.00 99.76
PP 96.57 96.57 96.57 96.92
S1 95.15 95.15 97.28 95.86
S2 92.67 92.67 96.93
S3 88.77 91.25 96.57
S4 84.87 87.35 95.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.22 95.13 3.09 3.2% 1.48 1.5% 83% False False 39,190
10 98.22 92.36 5.86 6.0% 1.55 1.6% 91% False False 37,127
20 98.22 90.78 7.44 7.6% 1.45 1.5% 93% False False 32,129
40 99.77 90.56 9.21 9.4% 1.45 1.5% 78% False False 28,398
60 99.77 90.56 9.21 9.4% 1.36 1.4% 78% False False 25,228
80 99.77 88.48 11.29 11.6% 1.27 1.3% 82% False False 20,702
100 99.77 87.76 12.01 12.3% 1.29 1.3% 83% False False 17,418
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.01
2.618 101.67
1.618 100.24
1.000 99.36
0.618 98.81
HIGH 97.93
0.618 97.38
0.500 97.22
0.382 97.05
LOW 96.50
0.618 95.62
1.000 95.07
1.618 94.19
2.618 92.76
4.250 90.42
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 97.55 97.58
PP 97.38 97.46
S1 97.22 97.33

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

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