NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 94.33 93.03 -1.30 -1.4% 88.35
High 94.52 93.03 -1.49 -1.6% 94.00
Low 92.81 90.09 -2.72 -2.9% 88.06
Close 93.41 90.98 -2.43 -2.6% 93.09
Range 1.71 2.94 1.23 71.9% 5.94
ATR 1.89 2.00 0.10 5.4% 0.00
Volume 27,494 37,564 10,070 36.6% 151,451
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 100.19 98.52 92.60
R3 97.25 95.58 91.79
R2 94.31 94.31 91.52
R1 92.64 92.64 91.25 92.01
PP 91.37 91.37 91.37 91.05
S1 89.70 89.70 90.71 89.07
S2 88.43 88.43 90.44
S3 85.49 86.76 90.17
S4 82.55 83.82 89.36
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 94.58 90.09 4.49 4.9% 2.17 2.4% 20% False True 32,157
10 94.58 86.26 8.32 9.1% 1.99 2.2% 57% False False 31,351
20 95.24 86.26 8.98 9.9% 2.05 2.3% 53% False False 31,646
40 97.66 86.26 11.40 12.5% 1.70 1.9% 41% False False 25,048
60 99.69 86.26 13.43 14.8% 1.56 1.7% 35% False False 22,104
80 99.69 86.26 13.43 14.8% 1.39 1.5% 35% False False 19,970
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 0.27
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 105.53
2.618 100.73
1.618 97.79
1.000 95.97
0.618 94.85
HIGH 93.03
0.618 91.91
0.500 91.56
0.382 91.21
LOW 90.09
0.618 88.27
1.000 87.15
1.618 85.33
2.618 82.39
4.250 77.60
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 91.56 92.34
PP 91.37 91.88
S1 91.17 91.43

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

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