NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 93.90 91.52 -2.38 -2.5% 93.35
High 93.90 91.52 -2.38 -2.5% 95.23
Low 91.02 88.00 -3.02 -3.3% 91.02
Close 91.94 89.36 -2.58 -2.8% 91.94
Range 2.88 3.52 0.64 22.2% 4.21
ATR 1.55 1.72 0.17 11.0% 0.00
Volume 21,865 55,348 33,483 153.1% 124,284
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 100.19 98.29 91.30
R3 96.67 94.77 90.33
R2 93.15 93.15 90.01
R1 91.25 91.25 89.68 90.44
PP 89.63 89.63 89.63 89.22
S1 87.73 87.73 89.04 86.92
S2 86.11 86.11 88.71
S3 82.59 84.21 88.39
S4 79.07 80.69 87.42
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 88.00 7.23 8.1% 2.09 2.3% 19% False True 28,844
10 97.66 88.00 9.66 10.8% 1.93 2.2% 14% False True 29,483
20 97.66 88.00 9.66 10.8% 1.65 1.8% 14% False True 23,547
40 99.21 88.00 11.21 12.5% 1.47 1.6% 12% False True 19,037
60 99.69 88.00 11.69 13.1% 1.32 1.5% 12% False True 18,831
80 99.69 88.00 11.69 13.1% 1.23 1.4% 12% False True 15,802
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 86 trading days
Fibonacci Retracements and Extensions
4.250 106.48
2.618 100.74
1.618 97.22
1.000 95.04
0.618 93.70
HIGH 91.52
0.618 90.18
0.500 89.76
0.382 89.34
LOW 88.00
0.618 85.82
1.000 84.48
1.618 82.30
2.618 78.78
4.250 73.04
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 89.76 91.50
PP 89.63 90.79
S1 89.49 90.07

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

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