NYMEX Light Sweet Crude Oil Future November 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	88.74	89.63	0.89	1.0%	90.78
High	89.22	91.17	1.95	2.2%	90.78
Low	87.81	89.15	1.34	1.5%	85.96
Close	89.06	91.01	1.95	2.2%	87.82
Range	1.41	2.02	0.61	43.3%	4.82
ATR	1.58	1.62	0.04	2.4%	0.00
Volume	5,707	10,781	5,074	88.9%	49,520

Daily Pivots for day following 24-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.50	95.78	92.12
R3	94.48	93.76	91.57
R2	92.46	92.46	91.38
R1	91.74	91.74	91.20	92.10
PP	90.44	90.44	90.44	90.63
S1	89.72	89.72	90.82	90.08
S2	88.42	88.42	90.64
S3	86.40	87.70	90.45
S4	84.38	85.68	89.90

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.65	100.05	90.47
R3	97.83	95.23	89.15
R2	93.01	93.01	88.70
R1	90.41	90.41	88.26	89.30
PP	88.19	88.19	88.19	87.63
S1	85.59	85.59	87.38	84.48
S2	83.37	83.37	86.94
S3	78.55	80.77	86.49
S4	73.73	75.95	85.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.17	85.96	5.21	5.7%	1.60	1.8%	97%	True	False	6,856
10	94.16	85.96	8.20	9.0%	1.95	2.1%	62%	False	False	8,352
20	96.74	85.96	10.78	11.8%	1.59	1.7%	47%	False	False	7,336
40	96.74	85.96	10.78	11.8%	1.31	1.4%	47%	False	False	6,133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.24
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.76
2.618	96.46
1.618	94.44
1.000	93.19
0.618	92.42
HIGH	91.17
0.618	90.40
0.500	90.16
0.382	89.92
LOW	89.15
0.618	87.90
1.000	87.13
1.618	85.88
2.618	83.86
4.250	80.57

Fisher Pivots for day following 24-Apr-2013
Pivot	1 day	3 day
R1	90.73	90.46
PP	90.44	89.91
S1	90.16	89.36

Download as Excel Spreadsheet

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

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