NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 94.08 94.67 0.59 0.6% 97.17
High 94.83 94.67 -0.16 -0.2% 97.26
Low 93.60 93.32 -0.28 -0.3% 92.23
Close 94.77 93.70 -1.07 -1.1% 92.83
Range 1.23 1.35 0.12 9.8% 5.03
ATR 1.35 1.35 0.01 0.5% 0.00
Volume 11,365 8,769 -2,596 -22.8% 43,632
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.95 97.17 94.44
R3 96.60 95.82 94.07
R2 95.25 95.25 93.95
R1 94.47 94.47 93.82 94.19
PP 93.90 93.90 93.90 93.75
S1 93.12 93.12 93.58 92.84
S2 92.55 92.55 93.45
S3 91.20 91.77 93.33
S4 89.85 90.42 92.96
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 109.20 106.04 95.60
R3 104.17 101.01 94.21
R2 99.14 99.14 93.75
R1 95.98 95.98 93.29 95.05
PP 94.11 94.11 94.11 93.64
S1 90.95 90.95 92.37 90.02
S2 89.08 89.08 91.91
S3 84.05 85.92 91.45
S4 79.02 80.89 90.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.83 92.23 2.60 2.8% 1.29 1.4% 57% False False 9,610
10 97.26 92.23 5.03 5.4% 1.45 1.5% 29% False False 9,055
20 97.26 92.05 5.21 5.6% 1.32 1.4% 32% False False 8,257
40 99.41 90.65 8.76 9.3% 1.22 1.3% 35% False False 7,289
60 99.41 90.65 8.76 9.3% 1.09 1.2% 35% False False 7,501
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 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.41
2.618 98.20
1.618 96.85
1.000 96.02
0.618 95.50
HIGH 94.67
0.618 94.15
0.500 94.00
0.382 93.84
LOW 93.32
0.618 92.49
1.000 91.97
1.618 91.14
2.618 89.79
4.250 87.58
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 94.00 93.98
PP 93.90 93.89
S1 93.80 93.79

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

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