NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 91.92 93.56 1.64 1.8% 88.56
High 94.16 93.87 -0.29 -0.3% 94.16
Low 91.48 92.40 0.92 1.0% 88.13
Close 93.99 93.29 -0.70 -0.7% 93.29
Range 2.68 1.47 -1.21 -45.1% 6.03
ATR 1.99 1.96 -0.03 -1.4% 0.00
Volume 26,948 38,709 11,761 43.6% 169,047
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.60 96.91 94.10
R3 96.13 95.44 93.69
R2 94.66 94.66 93.56
R1 93.97 93.97 93.42 93.58
PP 93.19 93.19 93.19 92.99
S1 92.50 92.50 93.16 92.11
S2 91.72 91.72 93.02
S3 90.25 91.03 92.89
S4 88.78 89.56 92.48
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 109.95 107.65 96.61
R3 103.92 101.62 94.95
R2 97.89 97.89 94.40
R1 95.59 95.59 93.84 96.74
PP 91.86 91.86 91.86 92.44
S1 89.56 89.56 92.74 90.71
S2 85.83 85.83 92.18
S3 79.80 83.53 91.63
S4 73.77 77.50 89.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.16 88.13 6.03 6.5% 1.96 2.1% 86% False False 33,809
10 94.16 86.29 7.87 8.4% 2.30 2.5% 89% False False 33,634
20 97.94 86.29 11.65 12.5% 2.04 2.2% 60% False False 28,707
40 97.94 86.29 11.65 12.5% 1.66 1.8% 60% False False 22,713
60 99.98 86.29 13.69 14.7% 1.57 1.7% 51% False False 20,474
80 99.98 86.29 13.69 14.7% 1.41 1.5% 51% False False 17,731
100 99.98 86.29 13.69 14.7% 1.27 1.4% 51% False False 14,933
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.12
2.618 97.72
1.618 96.25
1.000 95.34
0.618 94.78
HIGH 93.87
0.618 93.31
0.500 93.14
0.382 92.96
LOW 92.40
0.618 91.49
1.000 90.93
1.618 90.02
2.618 88.55
4.250 86.15
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 93.24 92.84
PP 93.19 92.39
S1 93.14 91.94

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

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