NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 88.58 88.50 -0.08 -0.1% 91.08
High 88.58 89.46 0.88 1.0% 91.08
Low 87.85 87.95 0.10 0.1% 86.47
Close 88.16 89.29 1.13 1.3% 88.16
Range 0.73 1.51 0.78 106.8% 4.61
ATR 1.70 1.69 -0.01 -0.8% 0.00
Volume 11,260 5,667 -5,593 -49.7% 79,559
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 93.43 92.87 90.12
R3 91.92 91.36 89.71
R2 90.41 90.41 89.57
R1 89.85 89.85 89.43 90.13
PP 88.90 88.90 88.90 89.04
S1 88.34 88.34 89.15 88.62
S2 87.39 87.39 89.01
S3 85.88 86.83 88.87
S4 84.37 85.32 88.46
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 102.40 99.89 90.70
R3 97.79 95.28 89.43
R2 93.18 93.18 89.01
R1 90.67 90.67 88.58 89.62
PP 88.57 88.57 88.57 88.05
S1 86.06 86.06 87.74 85.01
S2 83.96 83.96 87.31
S3 79.35 81.45 86.89
S4 74.74 76.84 85.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.46 86.47 2.99 3.3% 1.89 2.1% 94% True False 12,863
10 94.83 86.47 8.36 9.4% 1.93 2.2% 34% False False 12,083
20 97.26 86.47 10.79 12.1% 1.69 1.9% 26% False False 10,898
40 97.26 86.47 10.79 12.1% 1.38 1.5% 26% False False 8,482
60 99.41 86.47 12.94 14.5% 1.24 1.4% 22% False False 8,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.88
2.618 93.41
1.618 91.90
1.000 90.97
0.618 90.39
HIGH 89.46
0.618 88.88
0.500 88.71
0.382 88.53
LOW 87.95
0.618 87.02
1.000 86.44
1.618 85.51
2.618 84.00
4.250 81.53
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 89.10 88.88
PP 88.90 88.46
S1 88.71 88.05

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

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