NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 89.37 89.48 0.11 0.1% 91.08
High 89.49 91.52 2.03 2.3% 91.08
Low 88.13 89.40 1.27 1.4% 86.47
Close 89.32 91.35 2.03 2.3% 88.16
Range 1.36 2.12 0.76 55.9% 4.61
ATR 1.67 1.70 0.04 2.3% 0.00
Volume 7,494 16,603 9,109 121.6% 79,559
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.12 96.35 92.52
R3 95.00 94.23 91.93
R2 92.88 92.88 91.74
R1 92.11 92.11 91.54 92.50
PP 90.76 90.76 90.76 90.95
S1 89.99 89.99 91.16 90.38
S2 88.64 88.64 90.96
S3 86.52 87.87 90.77
S4 84.40 85.75 90.18
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 91.52 86.64 4.88 5.3% 1.51 1.7% 97% True False 11,108
10 94.67 86.47 8.20 9.0% 2.02 2.2% 60% False False 12,847
20 97.26 86.47 10.79 11.8% 1.71 1.9% 45% False False 11,190
40 97.26 86.47 10.79 11.8% 1.40 1.5% 45% False False 8,897
60 99.41 86.47 12.94 14.2% 1.27 1.4% 38% False False 8,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.53
2.618 97.07
1.618 94.95
1.000 93.64
0.618 92.83
HIGH 91.52
0.618 90.71
0.500 90.46
0.382 90.21
LOW 89.40
0.618 88.09
1.000 87.28
1.618 85.97
2.618 83.85
4.250 80.39
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 91.05 90.81
PP 90.76 90.27
S1 90.46 89.74

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

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