NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 94.40 94.81 0.41 0.4% 97.50
High 95.23 95.00 -0.23 -0.2% 97.66
Low 93.99 93.57 -0.42 -0.4% 92.47
Close 95.14 94.05 -1.09 -1.1% 93.17
Range 1.24 1.43 0.19 15.3% 5.19
ATR 1.43 1.44 0.01 0.7% 0.00
Volume 23,421 24,744 1,323 5.6% 132,082
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.50 97.70 94.84
R3 97.07 96.27 94.44
R2 95.64 95.64 94.31
R1 94.84 94.84 94.18 94.53
PP 94.21 94.21 94.21 94.05
S1 93.41 93.41 93.92 93.10
S2 92.78 92.78 93.79
S3 91.35 91.98 93.66
S4 89.92 90.55 93.26
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 110.00 106.78 96.02
R3 104.81 101.59 94.60
R2 99.62 99.62 94.12
R1 96.40 96.40 93.65 95.42
PP 94.43 94.43 94.43 93.94
S1 91.21 91.21 92.69 90.23
S2 89.24 89.24 92.22
S3 84.05 86.02 91.74
S4 78.86 80.83 90.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.23 92.47 2.76 2.9% 1.32 1.4% 57% False False 27,591
10 97.66 92.47 5.19 5.5% 1.51 1.6% 30% False False 25,131
20 97.66 92.32 5.34 5.7% 1.41 1.5% 32% False False 21,420
40 99.69 90.90 8.79 9.3% 1.36 1.4% 36% False False 17,961
60 99.69 90.90 8.79 9.3% 1.24 1.3% 36% False False 17,927
80 99.69 89.18 10.51 11.2% 1.16 1.2% 46% False False 14,987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.08
2.618 98.74
1.618 97.31
1.000 96.43
0.618 95.88
HIGH 95.00
0.618 94.45
0.500 94.29
0.382 94.12
LOW 93.57
0.618 92.69
1.000 92.14
1.618 91.26
2.618 89.83
4.250 87.49
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 94.29 94.32
PP 94.21 94.23
S1 94.13 94.14

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

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