NYMEX Light Sweet Crude Oil Future August 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 93.05 94.63 1.58 1.7% 88.56
High 94.87 94.78 -0.09 -0.1% 94.16
Low 92.78 93.08 0.30 0.3% 88.13
Close 94.71 93.67 -1.04 -1.1% 93.29
Range 2.09 1.70 -0.39 -18.7% 6.03
ATR 1.97 1.95 -0.02 -1.0% 0.00
Volume 31,609 28,679 -2,930 -9.3% 169,047
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.94 98.01 94.61
R3 97.24 96.31 94.14
R2 95.54 95.54 93.98
R1 94.61 94.61 93.83 94.23
PP 93.84 93.84 93.84 93.65
S1 92.91 92.91 93.51 92.53
S2 92.14 92.14 93.36
S3 90.44 91.21 93.20
S4 88.74 89.51 92.74
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 94.87 89.71 5.16 5.5% 2.05 2.2% 77% False False 36,440
10 94.87 86.29 8.58 9.2% 2.05 2.2% 86% False False 31,393
20 97.43 86.29 11.14 11.9% 2.10 2.2% 66% False False 29,878
40 97.94 86.29 11.65 12.4% 1.68 1.8% 63% False False 23,483
60 99.83 86.29 13.54 14.5% 1.59 1.7% 55% False False 20,914
80 99.98 86.29 13.69 14.6% 1.44 1.5% 54% False False 18,333
100 99.98 86.29 13.69 14.6% 1.29 1.4% 54% False False 15,482
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.01
2.618 99.23
1.618 97.53
1.000 96.48
0.618 95.83
HIGH 94.78
0.618 94.13
0.500 93.93
0.382 93.73
LOW 93.08
0.618 92.03
1.000 91.38
1.618 90.33
2.618 88.63
4.250 85.86
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 93.93 93.66
PP 93.84 93.65
S1 93.76 93.64

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

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