NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 90.89 93.65 2.76 3.0% 92.82
High 94.10 95.85 1.75 1.9% 95.85
Low 90.59 93.54 2.95 3.3% 90.09
Close 93.89 95.43 1.54 1.6% 95.43
Range 3.51 2.31 -1.20 -34.2% 5.76
ATR 2.10 2.12 0.01 0.7% 0.00
Volume 45,384 35,168 -10,216 -22.5% 175,529
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 101.87 100.96 96.70
R3 99.56 98.65 96.07
R2 97.25 97.25 95.85
R1 96.34 96.34 95.64 96.80
PP 94.94 94.94 94.94 95.17
S1 94.03 94.03 95.22 94.49
S2 92.63 92.63 95.01
S3 90.32 91.72 94.79
S4 88.01 89.41 94.16
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 111.07 109.01 98.60
R3 105.31 103.25 97.01
R2 99.55 99.55 96.49
R1 97.49 97.49 95.96 98.52
PP 93.79 93.79 93.79 94.31
S1 91.73 91.73 94.90 92.76
S2 88.03 88.03 94.37
S3 82.27 85.97 93.85
S4 76.51 80.21 92.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.85 90.09 5.76 6.0% 2.51 2.6% 93% True False 35,105
10 95.85 88.06 7.79 8.2% 2.20 2.3% 95% True False 32,698
20 95.85 86.26 9.59 10.0% 2.15 2.3% 96% True False 32,320
40 97.66 86.26 11.40 11.9% 1.78 1.9% 80% False False 26,430
60 99.69 86.26 13.43 14.1% 1.61 1.7% 68% False False 22,909
80 99.69 86.26 13.43 14.1% 1.44 1.5% 68% False False 20,783
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.67
2.618 101.90
1.618 99.59
1.000 98.16
0.618 97.28
HIGH 95.85
0.618 94.97
0.500 94.70
0.382 94.42
LOW 93.54
0.618 92.11
1.000 91.23
1.618 89.80
2.618 87.49
4.250 83.72
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 95.19 94.61
PP 94.94 93.79
S1 94.70 92.97

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

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