NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 25-Apr-2013
Day Change Summary
Previous Current
24-Apr-2013 25-Apr-2013 Change Change % Previous Week
Open 89.77 92.00 2.23 2.5% 91.52
High 91.90 94.00 2.10 2.3% 91.52
Low 89.64 91.35 1.71 1.9% 86.26
Close 91.63 93.82 2.19 2.4% 88.43
Range 2.26 2.65 0.39 17.3% 5.26
ATR 1.86 1.92 0.06 3.0% 0.00
Volume 40,433 31,238 -9,195 -22.7% 195,147
Daily Pivots for day following 25-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.01 100.06 95.28
R3 98.36 97.41 94.55
R2 95.71 95.71 94.31
R1 94.76 94.76 94.06 95.24
PP 93.06 93.06 93.06 93.29
S1 92.11 92.11 93.58 92.59
S2 90.41 90.41 93.33
S3 87.76 89.46 93.09
S4 85.11 86.81 92.36
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 94.00 88.06 5.94 6.3% 1.81 1.9% 97% True False 30,651
10 94.00 86.26 7.74 8.2% 2.37 2.5% 98% True False 33,389
20 97.66 86.26 11.40 12.2% 1.94 2.1% 66% False False 29,260
40 97.66 86.26 11.40 12.2% 1.61 1.7% 66% False False 22,917
60 99.69 86.26 13.43 14.3% 1.48 1.6% 56% False False 21,304
80 99.69 86.26 13.43 14.3% 1.34 1.4% 56% False False 18,649
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 0.32
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.26
2.618 100.94
1.618 98.29
1.000 96.65
0.618 95.64
HIGH 94.00
0.618 92.99
0.500 92.68
0.382 92.36
LOW 91.35
0.618 89.71
1.000 88.70
1.618 87.06
2.618 84.41
4.250 80.09
Fisher Pivots for day following 25-Apr-2013
Pivot 1 day 3 day
R1 93.44 92.93
PP 93.06 92.03
S1 92.68 91.14

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

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