NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 92.00 93.51 1.51 1.6% 88.35
High 94.00 93.69 -0.31 -0.3% 94.00
Low 91.35 92.21 0.86 0.9% 88.06
Close 93.82 93.09 -0.73 -0.8% 93.09
Range 2.65 1.48 -1.17 -44.2% 5.94
ATR 1.92 1.89 -0.02 -1.1% 0.00
Volume 31,238 34,572 3,334 10.7% 151,451
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.44 96.74 93.90
R3 95.96 95.26 93.50
R2 94.48 94.48 93.36
R1 93.78 93.78 93.23 93.39
PP 93.00 93.00 93.00 92.80
S1 92.30 92.30 92.95 91.91
S2 91.52 91.52 92.82
S3 90.04 90.82 92.68
S4 88.56 89.34 92.28
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 109.54 107.25 96.36
R3 103.60 101.31 94.72
R2 97.66 97.66 94.18
R1 95.37 95.37 93.63 96.52
PP 91.72 91.72 91.72 92.29
S1 89.43 89.43 92.55 90.58
S2 85.78 85.78 92.00
S3 79.84 83.49 91.46
S4 73.90 77.55 89.82
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 6.4% 1.89 2.0% 85% False False 30,290
10 94.00 86.26 7.74 8.3% 2.23 2.4% 88% False False 34,659
20 97.66 86.26 11.40 12.2% 1.97 2.1% 60% False False 30,148
40 97.66 86.26 11.40 12.2% 1.62 1.7% 60% False False 23,473
60 99.69 86.26 13.43 14.4% 1.50 1.6% 51% False False 21,560
80 99.69 86.26 13.43 14.4% 1.34 1.4% 51% False False 19,032
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.98
2.618 97.56
1.618 96.08
1.000 95.17
0.618 94.60
HIGH 93.69
0.618 93.12
0.500 92.95
0.382 92.78
LOW 92.21
0.618 91.30
1.000 90.73
1.618 89.82
2.618 88.34
4.250 85.92
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 93.04 92.67
PP 93.00 92.24
S1 92.95 91.82

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

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