NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 89.69 89.77 0.08 0.1% 91.52
High 89.70 91.90 2.20 2.5% 91.52
Low 88.28 89.64 1.36 1.5% 86.26
Close 89.52 91.63 2.11 2.4% 88.43
Range 1.42 2.26 0.84 59.2% 5.26
ATR 1.82 1.86 0.04 2.2% 0.00
Volume 27,257 40,433 13,176 48.3% 195,147
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.84 96.99 92.87
R3 95.58 94.73 92.25
R2 93.32 93.32 92.04
R1 92.47 92.47 91.84 92.90
PP 91.06 91.06 91.06 91.27
S1 90.21 90.21 91.42 90.64
S2 88.80 88.80 91.22
S3 86.54 87.95 91.01
S4 84.28 85.69 90.39
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 91.90 86.26 5.64 6.2% 1.80 2.0% 95% True False 30,545
10 95.00 86.26 8.74 9.5% 2.25 2.5% 61% False False 32,739
20 97.66 86.26 11.40 12.4% 1.87 2.0% 47% False False 28,893
40 97.66 86.26 11.40 12.4% 1.56 1.7% 47% False False 22,390
60 99.69 86.26 13.43 14.7% 1.46 1.6% 40% False False 20,956
80 99.69 86.26 13.43 14.7% 1.32 1.4% 40% False False 18,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.51
2.618 97.82
1.618 95.56
1.000 94.16
0.618 93.30
HIGH 91.90
0.618 91.04
0.500 90.77
0.382 90.50
LOW 89.64
0.618 88.24
1.000 87.38
1.618 85.98
2.618 83.72
4.250 80.04
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 91.34 91.08
PP 91.06 90.53
S1 90.77 89.98

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

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