NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 94.81 93.90 -0.91 -1.0% 93.35
High 95.00 93.90 -1.10 -1.2% 95.23
Low 93.57 91.02 -2.55 -2.7% 91.02
Close 94.05 91.94 -2.11 -2.2% 91.94
Range 1.43 2.88 1.45 101.4% 4.21
ATR 1.44 1.55 0.11 7.9% 0.00
Volume 24,744 21,865 -2,879 -11.6% 124,284
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 100.93 99.31 93.52
R3 98.05 96.43 92.73
R2 95.17 95.17 92.47
R1 93.55 93.55 92.20 92.92
PP 92.29 92.29 92.29 91.97
S1 90.67 90.67 91.68 90.04
S2 89.41 89.41 91.41
S3 86.53 87.79 91.15
S4 83.65 84.91 90.36
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 105.36 102.86 94.26
R3 101.15 98.65 93.10
R2 96.94 96.94 92.71
R1 94.44 94.44 92.33 93.59
PP 92.73 92.73 92.73 92.30
S1 90.23 90.23 91.55 89.38
S2 88.52 88.52 91.17
S3 84.31 86.02 90.78
S4 80.10 81.81 89.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.23 91.02 4.21 4.6% 1.63 1.8% 22% False True 24,856
10 97.66 91.02 6.64 7.2% 1.70 1.9% 14% False True 25,636
20 97.66 91.02 6.64 7.2% 1.50 1.6% 14% False True 21,300
40 99.40 90.90 8.50 9.2% 1.40 1.5% 12% False False 18,054
60 99.69 90.90 8.79 9.6% 1.28 1.4% 12% False False 18,114
80 99.69 89.77 9.92 10.8% 1.19 1.3% 22% False False 15,212
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 0.26
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 106.14
2.618 101.44
1.618 98.56
1.000 96.78
0.618 95.68
HIGH 93.90
0.618 92.80
0.500 92.46
0.382 92.12
LOW 91.02
0.618 89.24
1.000 88.14
1.618 86.36
2.618 83.48
4.250 78.78
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 92.46 93.13
PP 92.29 92.73
S1 92.11 92.34

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

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