NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 25-Apr-2013

Day Change Summary
	Previous	Current
	24-Apr-2013	25-Apr-2013	Change	Change %	Previous Week
Open	89.48	91.80	2.32	2.6%	91.08
High	91.52	93.65	2.13	2.3%	91.08
Low	89.40	91.09	1.69	1.9%	86.47
Close	91.35	93.48	2.13	2.3%	88.16
Range	2.12	2.56	0.44	20.8%	4.61
ATR	1.70	1.77	0.06	3.6%	0.00
Volume	16,603	11,225	-5,378	-32.4%	79,559

Daily Pivots for day following 25-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.42	99.51	94.89
R3	97.86	96.95	94.18
R2	95.30	95.30	93.95
R1	94.39	94.39	93.71	94.85
PP	92.74	92.74	92.74	92.97
S1	91.83	91.83	93.25	92.29
S2	90.18	90.18	93.01
S3	87.62	89.27	92.78
S4	85.06	86.71	92.07

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	93.65	87.85	5.80	6.2%	1.66	1.8%	97%	True	False	10,449
10	93.65	86.47	7.18	7.7%	2.14	2.3%	98%	True	False	13,093
20	97.26	86.47	10.79	11.5%	1.79	1.9%	65%	False	False	11,074
40	97.26	86.47	10.79	11.5%	1.45	1.5%	65%	False	False	9,019
60	99.41	86.47	12.94	13.8%	1.30	1.4%	54%	False	False	8,681

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	0.27
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	104.53
2.618	100.35
1.618	97.79
1.000	96.21
0.618	95.23
HIGH	93.65
0.618	92.67
0.500	92.37
0.382	92.07
LOW	91.09
0.618	89.51
1.000	88.53
1.618	86.95
2.618	84.39
4.250	80.21

Fisher Pivots for day following 25-Apr-2013
Pivot	1 day	3 day
R1	93.11	92.62
PP	92.74	91.75
S1	92.37	90.89

Download as Excel Spreadsheet

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

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