NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 97.17 97.20 0.03 0.0% 94.00
High 97.66 97.21 -0.45 -0.5% 97.36
Low 96.36 94.71 -1.65 -1.7% 94.00
Close 97.54 94.90 -2.64 -2.7% 97.30
Range 1.30 2.50 1.20 92.3% 3.36
ATR 1.28 1.39 0.11 8.6% 0.00
Volume 24,241 23,901 -340 -1.4% 79,639
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 103.11 101.50 96.28
R3 100.61 99.00 95.59
R2 98.11 98.11 95.36
R1 96.50 96.50 95.13 96.06
PP 95.61 95.61 95.61 95.38
S1 94.00 94.00 94.67 93.56
S2 93.11 93.11 94.44
S3 90.61 91.50 94.21
S4 88.11 89.00 93.53
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 106.30 105.16 99.15
R3 102.94 101.80 98.22
R2 99.58 99.58 97.92
R1 98.44 98.44 97.61 99.01
PP 96.22 96.22 96.22 96.51
S1 95.08 95.08 96.99 95.65
S2 92.86 92.86 96.68
S3 89.50 91.72 96.38
S4 86.14 88.36 95.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.66 94.71 2.95 3.1% 1.43 1.5% 6% False True 21,146
10 97.66 92.32 5.34 5.6% 1.37 1.4% 48% False False 19,216
20 97.66 90.90 6.76 7.1% 1.34 1.4% 59% False False 18,450
40 99.69 90.90 8.79 9.3% 1.31 1.4% 46% False False 17,333
60 99.69 90.90 8.79 9.3% 1.17 1.2% 46% False False 16,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 107.84
2.618 103.76
1.618 101.26
1.000 99.71
0.618 98.76
HIGH 97.21
0.618 96.26
0.500 95.96
0.382 95.67
LOW 94.71
0.618 93.17
1.000 92.21
1.618 90.67
2.618 88.17
4.250 84.09
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 95.96 96.19
PP 95.61 95.76
S1 95.25 95.33

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

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