NYMEX Light Sweet Crude Oil Future August 2013

Trading Metrics calculated at close of trading on 08-Apr-2013

Day Change Summary
	Previous	Current
	05-Apr-2013	08-Apr-2013	Change	Change %	Previous Week
Open	94.07	93.43	-0.64	-0.7%	97.90
High	94.07	94.32	0.25	0.3%	97.94
Low	92.58	93.11	0.53	0.6%	92.58
Close	93.32	93.99	0.67	0.7%	93.32
Range	1.49	1.21	-0.28	-18.8%	5.36
ATR	1.52	1.50	-0.02	-1.4%	0.00
Volume	37,137	34,595	-2,542	-6.8%	126,577

Daily Pivots for day following 08-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.44	96.92	94.66
R3	96.23	95.71	94.32
R2	95.02	95.02	94.21
R1	94.50	94.50	94.10	94.76
PP	93.81	93.81	93.81	93.94
S1	93.29	93.29	93.88	93.55
S2	92.60	92.60	93.77
S3	91.39	92.08	93.66
S4	90.18	90.87	93.32

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.69	107.37	96.27
R3	105.33	102.01	94.79
R2	99.97	99.97	94.30
R1	96.65	96.65	93.81	95.63
PP	94.61	94.61	94.61	94.11
S1	91.29	91.29	92.83	90.27
S2	89.25	89.25	92.34
S3	83.89	85.93	91.85
S4	78.53	80.57	90.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.94	92.58	5.36	5.7%	1.82	1.9%	26%	False	False	28,974
10	97.94	92.58	5.36	5.7%	1.58	1.7%	26%	False	False	24,064
20	97.94	92.09	5.85	6.2%	1.45	1.5%	32%	False	False	20,211
40	99.83	90.74	9.09	9.7%	1.39	1.5%	36%	False	False	17,573
60	99.98	90.74	9.24	9.8%	1.30	1.4%	35%	False	False	16,148
80	99.98	88.72	11.26	12.0%	1.15	1.2%	47%	False	False	13,273
100	99.98	88.72	11.26	12.0%	1.07	1.1%	47%	False	False	11,188

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.22
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	99.46
2.618	97.49
1.618	96.28
1.000	95.53
0.618	95.07
HIGH	94.32
0.618	93.86
0.500	93.72
0.382	93.57
LOW	93.11
0.618	92.36
1.000	91.90
1.618	91.15
2.618	89.94
4.250	87.97

Fisher Pivots for day following 08-Apr-2013
Pivot	1 day	3 day
R1	93.90	93.99
PP	93.81	93.98
S1	93.72	93.98

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