NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 92.97 90.78 -2.19 -2.4% 92.50
High 92.97 90.78 -2.19 -2.4% 94.40
Low 90.59 87.57 -3.02 -3.3% 90.59
Close 91.34 88.84 -2.50 -2.7% 91.34
Range 2.38 3.21 0.83 34.9% 3.81
ATR 1.33 1.51 0.17 13.1% 0.00
Volume 8,253 13,936 5,683 68.9% 35,972
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.69 96.98 90.61
R3 95.48 93.77 89.72
R2 92.27 92.27 89.43
R1 90.56 90.56 89.13 89.81
PP 89.06 89.06 89.06 88.69
S1 87.35 87.35 88.55 86.60
S2 85.85 85.85 88.25
S3 82.64 84.14 87.96
S4 79.43 80.93 87.07
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 103.54 101.25 93.44
R3 99.73 97.44 92.39
R2 95.92 95.92 92.04
R1 93.63 93.63 91.69 92.87
PP 92.11 92.11 92.11 91.73
S1 89.82 89.82 90.99 89.06
S2 88.30 88.30 90.64
S3 84.49 86.01 90.29
S4 80.68 82.20 89.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.40 87.57 6.83 7.7% 1.82 2.0% 19% False True 8,212
10 96.74 87.57 9.17 10.3% 1.64 1.8% 14% False True 7,478
20 96.74 87.57 9.17 10.3% 1.40 1.6% 14% False True 6,281
40 98.23 87.57 10.66 12.0% 1.20 1.3% 12% False True 5,433
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 44 trading days
Fibonacci Retracements and Extensions
4.250 104.42
2.618 99.18
1.618 95.97
1.000 93.99
0.618 92.76
HIGH 90.78
0.618 89.55
0.500 89.18
0.382 88.80
LOW 87.57
0.618 85.59
1.000 84.36
1.618 82.38
2.618 79.17
4.250 73.93
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 89.18 90.87
PP 89.06 90.19
S1 88.95 89.52

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

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