NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 97.39 95.04 -2.35 -2.4% 94.08
High 97.40 95.31 -2.09 -2.1% 97.98
Low 94.78 92.72 -2.06 -2.2% 94.08
Close 95.00 93.79 -1.21 -1.3% 97.64
Range 2.62 2.59 -0.03 -1.1% 3.90
ATR 1.58 1.65 0.07 4.6% 0.00
Volume 54,190 74,398 20,208 37.3% 174,479
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.71 100.34 95.21
R3 99.12 97.75 94.50
R2 96.53 96.53 94.26
R1 95.16 95.16 94.03 94.55
PP 93.94 93.94 93.94 93.64
S1 92.57 92.57 93.55 91.96
S2 91.35 91.35 93.32
S3 88.76 89.98 93.08
S4 86.17 87.39 92.37
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 92.72 5.50 5.9% 1.94 2.1% 19% False True 46,079
10 98.22 92.36 5.86 6.2% 1.75 1.9% 24% False False 43,523
20 98.22 91.41 6.81 7.3% 1.57 1.7% 35% False False 36,252
40 99.77 90.56 9.21 9.8% 1.51 1.6% 35% False False 29,859
60 99.77 90.56 9.21 9.8% 1.41 1.5% 35% False False 26,890
80 99.77 88.48 11.29 12.0% 1.30 1.4% 47% False False 22,210
100 99.77 87.97 11.80 12.6% 1.28 1.4% 49% False False 18,647
120 99.77 87.76 12.01 12.8% 1.28 1.4% 50% False False 16,167
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.32
2.618 102.09
1.618 99.50
1.000 97.90
0.618 96.91
HIGH 95.31
0.618 94.32
0.500 94.02
0.382 93.71
LOW 92.72
0.618 91.12
1.000 90.13
1.618 88.53
2.618 85.94
4.250 81.71
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 94.02 95.33
PP 93.94 94.81
S1 93.87 94.30

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

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