NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 19-Apr-2013
Day Change Summary
Previous Current
18-Apr-2013 19-Apr-2013 Change Change % Previous Week
Open 86.71 88.50 1.79 2.1% 91.52
High 88.88 89.15 0.27 0.3% 91.52
Low 86.26 88.08 1.82 2.1% 86.26
Close 88.14 88.43 0.29 0.3% 88.43
Range 2.62 1.07 -1.55 -59.2% 5.26
ATR 1.93 1.87 -0.06 -3.2% 0.00
Volume 30,708 36,377 5,669 18.5% 195,147
Daily Pivots for day following 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 91.76 91.17 89.02
R3 90.69 90.10 88.72
R2 89.62 89.62 88.63
R1 89.03 89.03 88.53 88.79
PP 88.55 88.55 88.55 88.44
S1 87.96 87.96 88.33 87.72
S2 87.48 87.48 88.23
S3 86.41 86.89 88.14
S4 85.34 85.82 87.84
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 104.52 101.73 91.32
R3 99.26 96.47 89.88
R2 94.00 94.00 89.39
R1 91.21 91.21 88.91 89.98
PP 88.74 88.74 88.74 88.12
S1 85.95 85.95 87.95 84.72
S2 83.48 83.48 87.47
S3 78.22 80.69 86.98
S4 72.96 75.43 85.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.52 86.26 5.26 5.9% 2.57 2.9% 41% False False 39,029
10 95.23 86.26 8.97 10.1% 2.10 2.4% 24% False False 31,943
20 97.66 86.26 11.40 12.9% 1.81 2.0% 19% False False 27,280
40 97.66 86.26 11.40 12.9% 1.51 1.7% 19% False False 21,170
60 99.69 86.26 13.43 15.2% 1.42 1.6% 16% False False 20,331
80 99.69 86.26 13.43 15.2% 1.29 1.5% 16% False False 17,360
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 93.70
2.618 91.95
1.618 90.88
1.000 90.22
0.618 89.81
HIGH 89.15
0.618 88.74
0.500 88.62
0.382 88.49
LOW 88.08
0.618 87.42
1.000 87.01
1.618 86.35
2.618 85.28
4.250 83.53
Fisher Pivots for day following 19-Apr-2013
Pivot 1 day 3 day
R1 88.62 88.28
PP 88.55 88.13
S1 88.49 87.98

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

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