NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 92.60 90.50 -2.10 -2.3% 88.50
High 92.60 93.68 1.08 1.2% 93.65
Low 89.65 90.50 0.85 0.9% 87.95
Close 90.62 93.50 2.88 3.2% 92.73
Range 2.95 3.18 0.23 7.8% 5.70
ATR 1.84 1.93 0.10 5.2% 0.00
Volume 14,546 21,714 7,168 49.3% 60,142
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 102.10 100.98 95.25
R3 98.92 97.80 94.37
R2 95.74 95.74 94.08
R1 94.62 94.62 93.79 95.18
PP 92.56 92.56 92.56 92.84
S1 91.44 91.44 93.21 92.00
S2 89.38 89.38 92.92
S3 86.20 88.26 92.63
S4 83.02 85.08 91.75
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 108.54 106.34 95.87
R3 102.84 100.64 94.30
R2 97.14 97.14 93.78
R1 94.94 94.94 93.25 96.04
PP 91.44 91.44 91.44 92.00
S1 89.24 89.24 92.21 90.34
S2 85.74 85.74 91.69
S3 80.04 83.54 91.16
S4 74.34 77.84 89.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.08 89.65 4.43 4.7% 2.12 2.3% 87% False False 16,107
10 94.08 87.85 6.23 6.7% 1.89 2.0% 91% False False 13,278
20 94.83 86.47 8.36 8.9% 1.92 2.1% 84% False False 12,975
40 97.26 86.47 10.79 11.5% 1.59 1.7% 65% False False 10,333
60 99.41 86.47 12.94 13.8% 1.44 1.5% 54% False False 9,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 107.20
2.618 102.01
1.618 98.83
1.000 96.86
0.618 95.65
HIGH 93.68
0.618 92.47
0.500 92.09
0.382 91.71
LOW 90.50
0.618 88.53
1.000 87.32
1.618 85.35
2.618 82.17
4.250 76.99
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 93.03 92.96
PP 92.56 92.41
S1 92.09 91.87

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

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